-95.5%
UVXY vs SN
+447.8%
-543.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.1% | -5.7% | -7.8% |
| 7D | +2.8% | -7.3% | +10.1% | -3.9% |
| 30D | -11.4% | -13.6% | +2.2% | -22.0% |
| 3M | -41.5% | +18.6% | -60.1% | -29.8% |
| 6M | -61.0% | +46.0% | -107.0% | -38.5% |
| YTD | -49.8% | +43.7% | -93.5% | -19.8% |
| 1Y | -66.4% | +39.2% | -105.6% | -46.9% |
| 3Y | -94.8% | +306.5% | -401.2% | -78.6% |
| All | -95.5% | +447.8% | -543.3% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling