-69.8%
UVXY vs SM
+36.8%
-106.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.3% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | -20.5% | +25.6% | -46.1% | -24.2% |
| 3M | -36.6% | +8.0% | -44.6% | -38.5% |
| 6M | -56.9% | +50.8% | -107.7% | -56.2% |
| YTD | -51.2% | +97.9% | -149.1% | -45.0% |
| 1Y | -69.8% | +33.8% | -103.6% | -70.3% |
| All | -69.8% | +36.8% | -106.5% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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