+94.1%
SVIX vs VT
+70.9%
+23.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.1% | +0.4% | +2.6% | +1.8% |
| 30D | +14.7% | +1.0% | +13.7% | +11.3% |
| 3M | +25.0% | +2.4% | +22.6% | +17.4% |
| 6M | +40.2% | +12.0% | +28.2% | +1.8% |
| YTD | +18.5% | +15.3% | +3.2% | -20.2% |
| 1Y | +42.2% | +22.6% | +19.6% | -18.5% |
| 3Y | -8.7% | +74.7% | -83.4% | -73.4% |
| All | +94.1% | +70.9% | +23.2% | -15.4% |
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 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