-94.8%
UVXY vs SHAK
-2.6%
-92.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.2% | -9.9% | -4.5% |
| 7D | +2.8% | -8.3% | +11.1% | -2.8% |
| 30D | -11.4% | -12.6% | +1.3% | -18.8% |
| 3M | -41.5% | +9.1% | -50.6% | -36.6% |
| 6M | -61.0% | -31.2% | -29.8% | -68.4% |
| YTD | -49.8% | -21.6% | -28.3% | -53.1% |
| 1Y | -66.4% | -38.8% | -27.7% | -74.2% |
| 3Y | -94.8% | +0.6% | -95.4% | -92.8% |
| All | -94.8% | -2.6% | -92.1% | -92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling