+65.0%
SVIX vs VT
+66.0%
-1.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +4.9% | +2.6% |
| 7D | -14.3% | -0.7% | -13.6% | -8.5% |
| 30D | -18.9% | -1.7% | -17.1% | -9.7% |
| 3M | -4.8% | -2.3% | -2.5% | +7.9% |
| 6M | +26.9% | +1.5% | +25.4% | +28.7% |
| YTD | +0.7% | +12.0% | -11.3% | -21.9% |
| 1Y | +19.9% | +12.9% | +7.0% | -8.2% |
| 3Y | -19.5% | +74.9% | -94.5% | -75.2% |
| All | +65.0% | +66.0% | -1.0% | -17.1% |
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