-70.5%
UVXY vs SMTC
+70.8%
-141.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -12.9% | -1.2% | -19.3% |
| 7D | -6.3% | -24.5% | +18.2% | -16.6% |
| 30D | -2.7% | -42.5% | +39.8% | -21.3% |
| 3M | -29.9% | -14.1% | -15.8% | -30.3% |
| 6M | -56.5% | +3.6% | -60.1% | -45.3% |
| YTD | -54.8% | +50.6% | -105.4% | -10.9% |
| 1Y | -70.5% | +72.2% | -142.8% | -28.2% |
| All | -70.5% | +70.8% | -141.4% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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