-11.1%
SVXY vs SPY
+322.5%
-333.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +0.9% |
| 7D | -1.0% | -0.8% | -0.3% | +0.2% |
| 30D | +3.7% | -1.1% | +4.8% | +5.5% |
| 3M | +17.4% | +3.9% | +13.5% | +10.6% |
| 6M | +28.9% | +13.6% | +15.2% | +5.4% |
| YTD | +13.5% | +12.7% | +0.9% | -5.3% |
| 1Y | +24.3% | +17.5% | +6.8% | -2.7% |
| 3Y | +36.8% | +76.9% | -40.1% | -40.0% |
| 5Y | +124.6% | +83.6% | +41.0% | -5.0% |
| All | -11.1% | +322.5% | -333.5% | -96.8% |
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 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