-70.5%
UVXY vs SIMO
+94.5%
-165.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -9.6% | -4.5% | -16.3% |
| 7D | -6.3% | -16.9% | +10.6% | -10.1% |
| 30D | -2.7% | -35.4% | +32.7% | -10.4% |
| 3M | -29.9% | -31.9% | +1.9% | -33.9% |
| 6M | -56.5% | -19.3% | -37.2% | -56.0% |
| YTD | -54.8% | +98.5% | -153.3% | -27.7% |
| 1Y | -70.5% | +100.5% | -171.0% | -50.0% |
| All | -70.5% | +94.5% | -165.0% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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