-99.8%
VIXY vs SPY
+318.9%
-418.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +1.6% |
| 7D | +7.1% | -2.0% | +9.1% | +0.8% |
| 30D | -5.9% | -1.7% | -4.3% | -10.4% |
| 3M | -29.3% | +4.7% | -34.0% | -16.8% |
| 6M | -44.4% | +12.5% | -56.9% | -15.3% |
| YTD | -29.2% | +11.7% | -40.9% | +8.9% |
| 1Y | -45.9% | +17.5% | -63.4% | +0.4% |
| 3Y | -78.7% | +76.6% | -155.3% | +100.0% |
| 5Y | -95.9% | +82.0% | -177.9% | -42.0% |
| All | -99.8% | +318.9% | -418.7% | +34.1% |
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 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