+503.6%
SVXY vs VT
+481.4%
+22.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +1.6% | +0.4% | +1.1% | +0.6% |
| 30D | +7.6% | +1.0% | +6.6% | +5.2% |
| 3M | +13.8% | +2.4% | +11.4% | +7.7% |
| 6M | +22.7% | +12.0% | +10.7% | -4.7% |
| YTD | +14.7% | +15.3% | -0.6% | -16.2% |
| 1Y | +28.9% | +22.6% | +6.3% | -17.4% |
| 3Y | +39.7% | +74.7% | -35.0% | -57.0% |
| 5Y | +117.5% | +66.1% | +51.3% | -25.6% |
| 10Y | -16.5% | +225.0% | -241.5% | -97.1% |
| All | +503.6% | +481.4% | +22.2% | -92.7% |
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 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