-99.7%
SDS vs SPY
+765.4%
-865.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | 0.0% |
| 7D | +0.6% | -0.6% | +1.2% | +0.3% |
| 30D | +7.6% | -3.7% | +11.2% | +1.0% |
| 3M | +7.0% | -2.7% | +9.8% | +2.9% |
| 6M | -1.9% | +2.2% | -4.1% | +5.4% |
| YTD | -15.3% | +10.8% | -26.1% | +9.0% |
| 1Y | -15.1% | +11.2% | -26.3% | +10.5% |
| 3Y | -62.1% | +76.5% | -138.6% | +42.3% |
| 5Y | -63.4% | +72.9% | -136.3% | +66.5% |
| 10Y | -95.6% | +304.8% | -400.4% | +78.5% |
| All | -99.7% | +765.4% | -865.1% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling