+50.4%
SVOL vs VOO
+101.5%
-51.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.0% |
| 7D | -3.3% | -0.9% | -2.4% | -2.3% |
| 30D | -6.8% | -2.3% | -4.4% | -4.5% |
| 3M | 0.0% | -1.2% | +1.2% | +1.3% |
| 6M | +7.5% | +3.3% | +4.2% | +4.3% |
| YTD | +4.2% | +12.3% | -8.2% | -6.6% |
| 1Y | +6.6% | +12.5% | -5.9% | -4.6% |
| 3Y | +17.5% | +79.2% | -61.6% | -24.1% |
| 5Y | +32.9% | +75.7% | -42.8% | -8.7% |
| All | +50.4% | +101.5% | -51.1% | -12.2% |
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