-66.4%
UVXY vs SN
+38.1%
-104.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.1% | -5.7% | -7.7% |
| 7D | +2.8% | -7.3% | +10.1% | -3.1% |
| 30D | -11.4% | -13.6% | +2.2% | -20.7% |
| 3M | -41.5% | +18.6% | -60.1% | -30.3% |
| 6M | -61.0% | +46.0% | -107.0% | -38.7% |
| YTD | -49.8% | +43.7% | -93.5% | -21.7% |
| 1Y | -66.4% | +39.2% | -105.6% | -44.9% |
| All | -66.4% | +38.1% | -104.5% | -44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling