-94.4%
UVXY vs SIMO
+443.5%
-537.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.5% | +9.7% | +2.2% |
| 7D | +11.0% | +12.5% | -1.5% | +20.1% |
| 30D | -8.8% | +18.4% | -27.2% | +3.2% |
| 3M | -41.9% | +5.6% | -47.5% | -35.6% |
| 6M | -61.2% | +116.9% | -178.1% | -10.3% |
| YTD | -46.2% | +188.4% | -234.6% | +90.6% |
| 1Y | -65.2% | +221.3% | -286.5% | +58.2% |
| All | -94.4% | +443.5% | -537.8% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling