-94.7%
UVXY vs SN
+368.4%
-463.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | -1.1% |
| 7D | +2.3% | -3.4% | +5.7% | -1.4% |
| 30D | -15.0% | -9.1% | -6.0% | -22.9% |
| 3M | -39.8% | +31.8% | -71.6% | -16.1% |
| 6M | -60.0% | +52.0% | -112.1% | -29.3% |
| YTD | -48.8% | +51.3% | -100.1% | -7.0% |
| 1Y | -67.3% | +46.9% | -114.2% | -41.8% |
| All | -94.7% | +368.4% | -463.1% | -59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling