-94.8%
UVXY vs SITM
+452.7%
-547.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.5% | -12.3% | -3.4% |
| 7D | +2.8% | +3.9% | -1.1% | +5.5% |
| 30D | -11.4% | -6.6% | -4.8% | -14.2% |
| 3M | -41.5% | -11.9% | -29.6% | -43.0% |
| 6M | -61.0% | +81.1% | -142.2% | -31.0% |
| YTD | -49.8% | +80.0% | -129.8% | -7.1% |
| 1Y | -66.4% | +145.8% | -212.3% | -16.9% |
| 3Y | -94.8% | +475.9% | -570.6% | -58.0% |
| All | -94.8% | +452.7% | -547.4% | -58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling