+60.8%
SVIX vs VT
+65.0%
-4.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -0.6% |
| 7D | +19.2% | +2.9% | +16.3% | +10.0% |
| 30D | -21.0% | -2.5% | -18.5% | -9.9% |
| 3M | -9.8% | -3.3% | -6.5% | +5.6% |
| 6M | +21.4% | +1.5% | +19.9% | +23.3% |
| YTD | -1.9% | +11.4% | -13.2% | -22.4% |
| 1Y | +17.6% | +11.9% | +5.7% | -7.5% |
| 3Y | -21.6% | +73.9% | -95.4% | -75.4% |
| All | +60.8% | +65.0% | -4.2% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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