-100.0%
UVXY vs SIMO
+394.4%
-494.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.6% | +9.3% | -0.9% |
| 7D | -22.1% | +4.1% | -26.2% | -17.7% |
| 30D | +8.2% | -24.0% | +32.1% | -5.1% |
| 3M | -12.3% | -31.8% | +19.4% | -27.5% |
| 6M | -51.0% | -36.9% | -14.1% | -59.4% |
| YTD | -49.9% | +84.8% | -134.8% | +26.1% |
| 1Y | -67.7% | +99.0% | -166.7% | -10.1% |
| 3Y | -94.1% | +217.9% | -312.0% | -54.9% |
| 5Y | -99.5% | +171.5% | -271.0% | -95.9% |
| All | -100.0% | +394.4% | -494.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling