-100.0%
UVXY vs SSNC
+1,243.8%
-1,343.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +4.1% |
| 7D | +11.0% | -6.7% | +17.8% | -3.9% |
| 30D | -8.8% | -0.8% | -8.0% | -10.0% |
| 3M | -41.9% | +16.1% | -58.0% | -23.4% |
| 6M | -61.2% | +7.9% | -69.1% | -55.4% |
| YTD | -46.2% | -8.7% | -37.5% | -57.0% |
| 1Y | -65.2% | -9.5% | -55.7% | -72.0% |
| 3Y | -94.6% | +47.7% | -142.2% | -80.8% |
| 5Y | -99.7% | +17.6% | -117.3% | -98.9% |
| 10Y | -100.0% | +167.7% | -267.7% | -100.0% |
| All | -100.0% | +1,243.8% | -1,343.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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