-95.6%
UVXY vs SN
+490.7%
-586.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | -0.3% |
| 7D | -5.0% | -9.3% | +4.3% | -12.8% |
| 30D | -20.5% | -4.8% | -15.7% | -23.7% |
| 3M | -36.6% | +40.4% | -77.0% | -10.5% |
| 6M | -56.9% | +50.9% | -107.9% | -29.8% |
| YTD | -51.2% | +54.9% | -106.2% | -16.6% |
| 1Y | -69.8% | +43.0% | -112.8% | -51.2% |
| 3Y | -95.1% | +391.8% | -486.9% | -77.9% |
| All | -95.6% | +490.7% | -586.3% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling