-47.9%
VIXY vs SPY
+18.8%
-66.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | -0.1% |
| 7D | +1.6% | -0.4% | +2.0% | +0.4% |
| 30D | -10.2% | -1.4% | -8.8% | -14.3% |
| 3M | -27.6% | +3.7% | -31.4% | -15.4% |
| 6M | -43.7% | +13.0% | -56.7% | -3.3% |
| YTD | -31.5% | +12.4% | -43.9% | +18.9% |
| 1Y | -47.9% | +18.5% | -66.4% | +9.7% |
| All | -47.9% | +18.8% | -66.7% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling