-94.1%
UVXY vs SN
+440.0%
-534.1%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.8% | +6.8% |
| 7D | -22.1% | +1.5% | -23.6% | -20.1% |
| 30D | +8.2% | +21.5% | -13.3% | +37.2% |
| 3M | -12.3% | +20.0% | -32.4% | +10.2% |
| 6M | -51.0% | +119.9% | -170.9% | +26.1% |
| YTD | -49.9% | +102.3% | -152.2% | +29.3% |
| 1Y | -67.7% | +148.0% | -215.7% | +7.5% |
| 3Y | -94.1% | +450.0% | -544.1% | -41.2% |
| All | -94.1% | +440.0% | -534.1% | -41.2% |
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