+87.9%
SVIX vs VOO
+75.9%
+12.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.3% |
| 7D | -1.7% | -0.4% | -1.3% | -0.6% |
| 30D | +10.0% | -1.4% | +11.4% | +14.6% |
| 3M | +30.0% | +3.7% | +26.3% | +17.9% |
| 6M | +52.6% | +13.0% | +39.6% | +9.2% |
| YTD | +14.7% | +12.4% | +2.3% | -14.7% |
| 1Y | +34.8% | +18.6% | +16.2% | -11.9% |
| 3Y | -11.2% | +78.1% | -89.2% | -71.9% |
| All | +87.9% | +75.9% | +12.0% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling