-100.0%
UVXY vs SITM
+4,532.8%
-4,632.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.1% | +6.4% |
| 7D | +11.0% | +4.8% | +6.2% | +14.2% |
| 30D | -8.8% | -9.7% | +0.9% | -13.5% |
| 3M | -41.9% | -9.3% | -32.6% | -41.8% |
| 6M | -61.2% | +69.5% | -130.7% | -37.9% |
| YTD | -46.2% | +70.5% | -116.7% | -9.6% |
| 1Y | -65.2% | +145.3% | -210.5% | -22.2% |
| 3Y | -94.6% | +432.8% | -527.4% | -64.1% |
| 5Y | -99.7% | +174.0% | -273.7% | -97.4% |
| All | -100.0% | +4,532.8% | -4,632.8% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling