+37.1%
SVIX vs VT
+60.7%
-23.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +0.9% |
| 7D | -20.8% | -2.3% | -18.5% | -11.4% |
| 30D | -32.0% | -5.0% | -27.0% | -16.7% |
| 3M | -20.1% | -4.9% | -15.3% | -2.4% |
| 6M | +4.4% | -1.5% | +5.9% | +15.5% |
| YTD | -16.3% | +8.5% | -24.8% | -28.8% |
| 1Y | +6.0% | +11.4% | -5.4% | -15.9% |
| 3Y | -31.5% | +70.1% | -101.6% | -77.1% |
| All | +37.1% | +60.7% | -23.7% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling