-70.5%
UVXY vs SITM
+47.5%
-118.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -9.4% | -4.8% | -17.2% |
| 7D | -6.3% | -19.5% | +13.2% | -12.7% |
| 30D | -2.7% | -43.2% | +40.5% | -17.8% |
| 3M | -29.9% | -30.8% | +0.9% | -35.4% |
| 6M | -56.5% | -28.6% | -27.9% | -56.2% |
| YTD | -54.8% | +14.2% | -69.0% | -38.7% |
| 1Y | -70.5% | +44.4% | -114.9% | -57.8% |
| All | -70.5% | +47.5% | -118.0% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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