-99.7%
UVXY vs SM
+108.4%
-208.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.2% | -6.6% | -6.9% |
| 7D | +2.8% | +4.6% | -1.8% | +5.5% |
| 30D | -11.4% | +18.2% | -29.6% | -1.8% |
| 3M | -41.5% | +22.5% | -64.0% | -34.8% |
| 6M | -61.0% | +50.6% | -111.6% | -51.1% |
| YTD | -49.8% | +108.1% | -158.0% | -18.6% |
| 1Y | -66.4% | +46.0% | -112.4% | -57.7% |
| 3Y | -94.8% | +2.9% | -97.6% | -92.5% |
| All | -99.7% | +108.4% | -208.1% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling