-99.7%
SDS vs SPY
+786.6%
-886.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.1% |
| 7D | 0.0% | +0.1% | -0.1% | +0.2% |
| 30D | +0.7% | +0.1% | +0.6% | +1.0% |
| 3M | -2.5% | +2.0% | -4.5% | +2.7% |
| 6M | -19.8% | +13.0% | -32.8% | +5.0% |
| YTD | -19.7% | +13.5% | -33.3% | +6.8% |
| 1Y | -26.3% | +20.0% | -46.3% | +10.6% |
| 3Y | -62.0% | +77.2% | -139.2% | +43.5% |
| 5Y | -67.4% | +81.9% | -149.3% | +62.9% |
| 10Y | -95.9% | +314.1% | -409.9% | +75.1% |
| All | -99.7% | +786.6% | -886.3% | +88.8% |
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