+119.6%
SVXY vs SPY
+79.8%
+39.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -0.9% |
| 7D | -3.5% | -2.0% | -1.5% | -0.4% |
| 30D | +2.9% | -1.7% | +4.5% | +5.6% |
| 3M | +17.4% | +4.7% | +12.6% | +9.3% |
| 6M | +28.8% | +12.5% | +16.3% | +7.6% |
| YTD | +11.0% | +11.7% | -0.7% | -5.8% |
| 1Y | +23.1% | +17.5% | +5.6% | -2.8% |
| 3Y | +35.4% | +76.6% | -41.2% | -35.8% |
| 5Y | +119.6% | +82.0% | +37.5% | +14.1% |
| All | +119.6% | +79.8% | +39.8% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling