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What is the correct term for the tracking error that occurs in leveraged and inverse ETFS? I have heard tracking error, gamma, negative convexity, reset and others. What is this called in he real quant world?

Yes, I know it was about hogs, but the article left me, a newbie to futures, befuddled, as if, say, coffee, like hogs, was selling higher in the front month than the later month, why not just short the higher priced contract and go long the lesser priced on and capture the spread? I must be...