+42.8%
SVOL vs VT
+70.3%
-27.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.1% | -4.2% | -4.3% |
| 7D | -11.5% | -4.2% | -7.3% | -7.6% |
| 30D | -10.7% | -5.8% | -4.9% | -5.3% |
| 3M | -3.3% | -5.2% | +1.9% | +1.9% |
| 6M | +2.0% | +0.1% | +1.9% | +1.7% |
| YTD | -1.1% | +8.2% | -9.4% | -8.8% |
| 1Y | +2.0% | +10.1% | -8.1% | -7.5% |
| 3Y | +12.4% | +69.7% | -57.2% | -26.2% |
| 5Y | +24.8% | +53.4% | -28.5% | -5.2% |
| All | +42.8% | +70.3% | -27.5% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling