-20.0%
SVXY vs VT
+221.4%
-241.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | 0.0% |
| 7D | +1.5% | +1.0% | +0.5% | -0.2% |
| 30D | +6.2% | -0.2% | +6.4% | +6.6% |
| 3M | +16.0% | +4.5% | +11.4% | +7.6% |
| 6M | +35.3% | +14.1% | +21.2% | +8.5% |
| YTD | +13.8% | +14.8% | -1.0% | -9.3% |
| 1Y | +26.7% | +21.2% | +5.5% | -7.5% |
| 3Y | +38.8% | +76.6% | -37.8% | -42.1% |
| 5Y | +118.2% | +66.6% | +51.6% | +3.3% |
| 10Y | -20.0% | +222.3% | -242.3% | -94.7% |
| All | -20.0% | +221.4% | -241.5% | -94.7% |
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