+47.4%
SVOL vs VOO
+100.1%
-52.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.1% |
| 7D | +2.4% | +2.6% | -0.2% | 0.0% |
| 30D | -8.4% | -2.0% | -6.4% | -6.4% |
| 3M | -2.7% | -2.8% | 0.0% | +0.1% |
| 6M | +4.8% | +2.2% | +2.6% | +2.8% |
| YTD | +2.1% | +11.5% | -9.5% | -7.9% |
| 1Y | +5.9% | +13.5% | -7.6% | -5.9% |
| 3Y | +15.0% | +78.1% | -63.1% | -25.3% |
| 5Y | +29.3% | +73.1% | -43.9% | -9.8% |
| All | +47.4% | +100.1% | -52.7% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 10y: compounded portfolio wealth divided by compounded VOO 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…
10y analysis · Full analysis span regression · 6 months rolling