-100.0%
SVRN vs VT
+58.7%
-158.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.6% | -4.1% | -22.6% | -25.2% |
| 7D | -58.1% | -4.2% | -53.9% | -57.3% |
| 30D | -70.2% | -5.8% | -64.4% | -69.4% |
| 3M | +115.0% | -5.2% | +120.2% | +120.2% |
| 6M | +58.0% | +0.1% | +57.9% | +61.1% |
| YTD | -39.6% | +8.2% | -47.8% | -38.9% |
| 1Y | -49.0% | +10.1% | -59.1% | -48.7% |
| 3Y | -99.0% | +69.7% | -168.6% | -99.0% |
| All | -100.0% | +58.7% | -158.7% | -100.0% |
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