-100.0%
UVXY vs SITM
+4,789.7%
-4,889.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.5% | -12.3% | -3.5% |
| 7D | +2.8% | +3.9% | -1.1% | +5.4% |
| 30D | -11.4% | -6.6% | -4.8% | -14.1% |
| 3M | -41.5% | -11.9% | -29.6% | -42.7% |
| 6M | -61.0% | +81.1% | -142.2% | -35.0% |
| YTD | -49.8% | +80.0% | -129.8% | -12.7% |
| 1Y | -66.4% | +145.8% | -212.3% | -25.0% |
| 3Y | -94.8% | +475.9% | -570.6% | -63.6% |
| 5Y | -99.7% | +189.2% | -288.9% | -97.5% |
| All | -100.0% | +4,789.7% | -4,889.6% | -98.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling