+24.8%
SVOL vs VT
+53.2%
-28.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.1% | -4.2% | -4.4% |
| 7D | -11.5% | -4.2% | -7.3% | -7.6% |
| 30D | -10.7% | -5.8% | -4.9% | -5.4% |
| 3M | -3.3% | -5.2% | +1.9% | +1.8% |
| 6M | +2.0% | +0.1% | +1.9% | +1.7% |
| YTD | -1.1% | +8.2% | -9.4% | -8.7% |
| 1Y | +2.0% | +10.1% | -8.1% | -7.4% |
| 3Y | +12.4% | +69.7% | -57.2% | -25.2% |
| 5Y | +24.8% | +53.4% | -28.5% | -3.2% |
| All | +24.8% | +53.2% | -28.4% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling