-100.0%
UVXY vs SM
+23.0%
-123.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.2% | -6.6% | -6.9% |
| 7D | +2.8% | +4.6% | -1.8% | +4.9% |
| 30D | -11.4% | +18.2% | -29.6% | -4.2% |
| 3M | -41.5% | +22.5% | -64.0% | -36.3% |
| 6M | -61.0% | +50.6% | -111.6% | -53.9% |
| YTD | -49.8% | +108.1% | -158.0% | -29.8% |
| 1Y | -66.4% | +46.0% | -112.4% | -59.7% |
| 3Y | -94.8% | +2.9% | -97.6% | -93.1% |
| 5Y | -99.7% | +112.6% | -212.3% | -99.3% |
| All | -100.0% | +23.0% | -123.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling