+90.9%
SVIX vs SPY
+76.3%
+14.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.1% |
| 7D | +2.9% | +0.5% | +2.3% | +1.3% |
| 30D | +11.8% | -0.9% | +12.8% | +14.9% |
| 3M | +30.1% | +3.9% | +26.2% | +17.7% |
| 6M | +69.9% | +14.5% | +55.4% | +18.1% |
| YTD | +16.5% | +12.9% | +3.6% | -13.9% |
| 1Y | +37.9% | +19.4% | +18.5% | -10.8% |
| 3Y | -9.7% | +78.5% | -88.2% | -71.1% |
| All | +90.9% | +76.3% | +14.6% | -16.7% |
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 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