-96.0%
SDS vs SPY
+312.5%
-408.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | 0.0% |
| 7D | +0.9% | -0.4% | +1.2% | +0.2% |
| 30D | +3.5% | -1.4% | +4.9% | +0.9% |
| 3M | -5.6% | +3.7% | -9.3% | +2.7% |
| 6M | -19.8% | +13.0% | -32.8% | +5.4% |
| YTD | -18.0% | +12.4% | -30.4% | +7.3% |
| 1Y | -24.6% | +18.5% | -43.1% | +11.1% |
| 3Y | -62.3% | +77.6% | -139.9% | +46.0% |
| 5Y | -67.3% | +81.7% | -149.0% | +66.5% |
| 10Y | -96.0% | +319.7% | -415.6% | +86.3% |
| All | -96.0% | +312.5% | -408.5% | +86.3% |
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