+6.0%
SVIX vs VT
+10.5%
-4.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +0.8% |
| 7D | -20.8% | -2.3% | -18.5% | -10.2% |
| 30D | -32.0% | -5.0% | -27.0% | -15.7% |
| 3M | -20.1% | -4.9% | -15.3% | -1.2% |
| 6M | +4.4% | -1.5% | +5.9% | +16.4% |
| YTD | -16.3% | +8.5% | -24.8% | -31.4% |
| 1Y | +6.0% | +11.4% | -5.4% | -21.7% |
| All | +6.0% | +10.5% | -4.5% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling