-100.0%
VIXY vs SPY
+694.9%
-794.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | -0.9% |
| 7D | -3.7% | +0.1% | -3.8% | -3.3% |
| 30D | -14.0% | +0.1% | -14.1% | -13.8% |
| 3M | -25.0% | +2.0% | -27.0% | -18.0% |
| 6M | -40.4% | +13.0% | -53.4% | -5.4% |
| YTD | -33.7% | +13.5% | -47.2% | +9.4% |
| 1Y | -50.7% | +20.0% | -70.6% | +0.7% |
| 3Y | -80.0% | +77.2% | -157.2% | +115.5% |
| 5Y | -95.8% | +81.9% | -177.7% | -32.8% |
| 10Y | -99.8% | +314.1% | -413.9% | +33.4% |
| All | -100.0% | +694.9% | -794.9% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling