-99.7%
UVXY vs SMTC
+122.8%
-222.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.1% | -11.9% | -3.3% |
| 7D | +2.8% | +13.1% | -10.3% | +12.2% |
| 30D | -11.4% | +19.5% | -30.8% | +1.4% |
| 3M | -41.5% | +2.2% | -43.8% | -37.1% |
| 6M | -61.0% | +94.9% | -155.9% | -25.8% |
| YTD | -49.8% | +127.0% | -176.8% | +12.4% |
| 1Y | -66.4% | +174.6% | -241.0% | -8.4% |
| 3Y | -94.8% | +615.9% | -710.7% | -38.0% |
| All | -99.7% | +122.8% | -222.5% | -98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling