-99.7%
UVXY vs SIMO
+312.7%
-412.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +3.8% |
| 7D | +2.3% | +14.5% | -12.2% | +11.4% |
| 30D | -15.0% | +20.4% | -35.4% | -3.5% |
| 3M | -39.8% | +7.1% | -46.9% | -33.1% |
| 6M | -60.0% | +129.2% | -189.3% | -14.7% |
| YTD | -48.8% | +201.9% | -250.8% | +48.1% |
| 1Y | -67.3% | +235.5% | -302.8% | +12.6% |
| 3Y | -94.8% | +463.8% | -558.7% | -56.5% |
| 5Y | -99.7% | +306.7% | -406.4% | -97.3% |
| All | -99.7% | +312.7% | -412.4% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling