-24.0%
SVIX vs VT
+74.0%
-98.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -1.2% |
| 7D | +14.7% | +2.4% | +12.3% | +6.0% |
| 30D | -20.3% | -1.5% | -18.8% | -10.5% |
| 3M | -11.1% | -4.1% | -7.0% | +9.9% |
| 6M | +20.7% | +0.6% | +20.2% | +25.6% |
| YTD | -4.0% | +11.0% | -15.1% | -29.7% |
| 1Y | +23.2% | +13.3% | +9.9% | -16.0% |
| 3Y | -24.0% | +73.4% | -97.4% | -77.5% |
| All | -24.0% | +74.0% | -98.1% | -77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling