+47.4%
SVOL vs VT
+74.7%
-27.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.2% |
| 7D | +2.4% | +2.4% | 0.0% | +0.1% |
| 30D | -8.4% | -1.5% | -6.9% | -6.8% |
| 3M | -2.7% | -4.1% | +1.4% | +1.4% |
| 6M | +4.8% | +0.6% | +4.2% | +4.2% |
| YTD | +2.1% | +11.0% | -9.0% | -8.1% |
| 1Y | +5.9% | +13.3% | -7.4% | -6.5% |
| 3Y | +15.0% | +73.4% | -58.4% | -26.1% |
| 5Y | +29.3% | +57.4% | -28.2% | -4.3% |
| All | +47.4% | +74.7% | -27.4% | -3.8% |
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