-100.0%
UVXY vs SMTC
+715.2%
-815.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +3.4% |
| 7D | +2.3% | +22.5% | -20.2% | +27.1% |
| 30D | -15.0% | +24.9% | -39.9% | +8.3% |
| 3M | -39.8% | +4.1% | -43.9% | -34.4% |
| 6M | -60.0% | +92.6% | -152.6% | -4.2% |
| YTD | -48.8% | +122.5% | -171.3% | +55.1% |
| 1Y | -67.3% | +166.2% | -233.5% | +29.6% |
| 3Y | -94.8% | +577.2% | -672.0% | +46.6% |
| 5Y | -99.7% | +119.0% | -218.6% | -97.8% |
| 10Y | -100.0% | +527.9% | -627.9% | -99.9% |
| All | -100.0% | +715.2% | -815.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling