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Investment Result for Rebalancing between SPY and SPXS

 This is an app for comparing investment results of rebalancing and non-rebalancing portfolio of SPY and SPXS

Rebalancing threshold is the difference of either asset's ratio between target ratio.

App

Periodic Rebalancing
Threshold Rebalancing
Tax Rate on Dividends:%.
SPY Ratio:%
SPXS Ratio:%
Rebalancing Frequency: every days.
Rebalancing Threshold: %.
Start Date:
End Date:
Investment Duration: days.
  • All SPY portfolio has a return of 67.390%.
  • All SPXS portfolio has a return of -90.433%.
  • 50.00% SPY with 50.00% SPXS portfolio with rebalancing has a return of -51.408%.
  • 50.00% SPY with 50.00% SPXS portfolio without rebalancing has a return of -11.521%.
2017201820192020050010001500
SPYSPXSWith rebalancing: SPY 50%, SPXS 50%Without rebalancing: SPY 50%, SPXS 50%Performance Comparison

Investment Result Data

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Return Analysis

Sharpe Ratio

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