-95.7%
SDS vs SPY
+308.5%
-404.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | 0.0% |
| 7D | -6.3% | +3.3% | -9.6% | +0.2% |
| 30D | +5.3% | -2.7% | +8.0% | +0.9% |
| 3M | +4.8% | -1.7% | +6.5% | +2.8% |
| 6M | -3.6% | +3.1% | -6.7% | +5.5% |
| YTD | -16.9% | +11.9% | -28.8% | +9.4% |
| 1Y | -16.3% | +12.0% | -28.3% | +10.9% |
| 3Y | -62.8% | +78.2% | -141.0% | +45.3% |
| 5Y | -63.5% | +73.2% | -136.7% | +70.2% |
| All | -95.7% | +308.5% | -404.2% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling