+90.1%
SVIX vs VOO
+76.4%
+13.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +2.3% |
| 7D | -2.1% | -0.8% | -1.3% | +0.3% |
| 30D | +6.6% | -1.1% | +7.7% | +10.2% |
| 3M | +33.3% | +3.9% | +29.4% | +20.2% |
| 6M | +55.2% | +13.6% | +41.6% | +9.5% |
| YTD | +16.1% | +12.7% | +3.3% | -14.2% |
| 1Y | +33.0% | +17.6% | +15.4% | -10.9% |
| 3Y | -12.2% | +77.3% | -89.5% | -72.0% |
| All | +90.1% | +76.4% | +13.8% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 10y: compounded portfolio wealth divided by compounded VOO 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…
10y analysis · Full analysis span regression · 6 months rolling