+34.9%
SVIX vs VT
+60.4%
-25.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -29.9% | -4.1% | -25.8% | -17.4% |
| 7D | -29.7% | -4.2% | -25.5% | -16.3% |
| 30D | -33.5% | -5.8% | -27.7% | -16.3% |
| 3M | -20.3% | -5.2% | -15.1% | -1.5% |
| 6M | +4.6% | +0.1% | +4.4% | +9.7% |
| YTD | -17.7% | +8.2% | -25.9% | -29.4% |
| 1Y | +0.2% | +10.1% | -10.0% | -17.7% |
| 3Y | -30.3% | +69.7% | -99.9% | -76.5% |
| All | +34.9% | +60.4% | -25.5% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling