-100.0%
UVXY vs SM
-22.3%
-77.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +4.2% |
| 7D | -4.7% | -0.2% | -4.6% | -4.8% |
| 30D | -17.1% | +31.5% | -48.6% | -3.9% |
| 3M | -39.9% | +17.3% | -57.3% | -35.4% |
| 6M | -66.9% | +48.5% | -115.4% | -60.0% |
| YTD | -50.1% | +106.3% | -156.4% | -27.3% |
| 1Y | -68.3% | +47.3% | -115.6% | -60.8% |
| 3Y | -95.0% | -1.4% | -93.5% | -93.4% |
| 5Y | -99.7% | +114.0% | -213.7% | -99.1% |
| 10Y | -100.0% | +12.5% | -112.5% | -100.0% |
| All | -100.0% | -22.3% | -77.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling