+60.8%
SVIX vs VOO
+75.2%
-14.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -1.5% |
| 7D | +19.2% | +3.3% | +15.9% | +9.0% |
| 30D | -21.0% | -2.7% | -18.3% | -9.6% |
| 3M | -9.8% | -1.7% | -8.1% | +0.5% |
| 6M | +21.4% | +3.1% | +18.3% | +18.6% |
| YTD | -1.9% | +11.9% | -13.8% | -21.7% |
| 1Y | +17.6% | +12.1% | +5.5% | -5.7% |
| 3Y | -21.6% | +78.6% | -100.1% | -74.2% |
| All | +60.8% | +75.2% | -14.4% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling