-95.9%
VIXY vs SPY
+81.8%
-177.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +0.1% |
| 7D | -2.8% | +0.5% | -3.4% | -1.1% |
| 30D | -11.6% | -0.9% | -10.6% | -14.0% |
| 3M | -27.6% | +3.9% | -31.5% | -16.8% |
| 6M | -49.8% | +14.5% | -64.3% | -18.7% |
| YTD | -32.5% | +12.9% | -45.4% | +7.5% |
| 1Y | -48.9% | +19.4% | -68.3% | -0.3% |
| 3Y | -79.7% | +78.5% | -158.2% | +81.0% |
| 5Y | -95.9% | +81.8% | -177.6% | -57.2% |
| All | -95.9% | +81.8% | -177.6% | -57.2% |
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