-100.0%
UVXY vs SIMO
+3,365.1%
-3,465.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.7% | -8.0% | +8.1% |
| 7D | -5.0% | +4.2% | -9.2% | -1.4% |
| 30D | -20.5% | +4.1% | -24.6% | -16.9% |
| 3M | -36.6% | -12.9% | -23.7% | -39.7% |
| 6M | -56.9% | +110.3% | -167.3% | -4.4% |
| YTD | -51.2% | +178.6% | -229.8% | +46.8% |
| 1Y | -69.8% | +220.0% | -289.8% | +11.8% |
| 3Y | -95.1% | +409.0% | -504.1% | -54.6% |
| 5Y | -99.7% | +277.3% | -377.0% | -97.0% |
| 10Y | -100.0% | +506.6% | -606.6% | -100.0% |
| All | -100.0% | +3,365.1% | -3,465.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling