+57.7%
SVOL vs VOO
+103.8%
-46.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.4% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | +6.8% | +0.1% | +6.7% | +6.7% |
| 3M | +8.5% | +2.0% | +6.5% | +6.4% |
| 6M | +13.1% | +13.0% | +0.1% | +0.5% |
| YTD | +9.2% | +13.6% | -4.4% | -3.3% |
| 1Y | +17.2% | +20.1% | -2.9% | -1.4% |
| 3Y | +25.2% | +77.6% | -52.4% | -19.3% |
| 5Y | +42.2% | +82.4% | -40.3% | -6.2% |
| All | +57.7% | +103.8% | -46.1% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling