+43.9%
SVOL vs VT
+70.7%
-26.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | -8.4% | -2.3% | -6.1% | -6.1% |
| 30D | -9.6% | -5.0% | -4.6% | -4.9% |
| 3M | -2.9% | -4.9% | +2.0% | +2.0% |
| 6M | +3.1% | -1.5% | +4.6% | +4.5% |
| YTD | -0.3% | +8.5% | -8.8% | -8.3% |
| 1Y | +4.2% | +11.4% | -7.1% | -6.5% |
| 3Y | +13.0% | +70.1% | -57.1% | -26.0% |
| 5Y | +25.9% | +53.7% | -27.9% | -4.7% |
| All | +43.9% | +70.7% | -26.8% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling