-69.8%
UVXY vs SHAK
-34.0%
-35.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.7% |
| 7D | -5.0% | -0.7% | -4.3% | -5.2% |
| 30D | -20.5% | -6.6% | -13.9% | -22.6% |
| 3M | -36.6% | +30.1% | -66.6% | -27.8% |
| 6M | -56.9% | -28.7% | -28.2% | -60.3% |
| YTD | -51.2% | -14.5% | -36.7% | -49.6% |
| 1Y | -69.8% | -31.9% | -37.9% | -70.5% |
| All | -69.8% | -34.0% | -35.8% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling