-20.3%
SVIX price history and return analytics
+75.6%
-95.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +4.9% | +1.8% |
| 7D | -14.3% | -0.7% | -13.6% | -7.7% |
| 30D | -18.9% | -1.7% | -17.1% | -8.2% |
| 3M | -4.8% | -2.3% | -2.5% | +9.8% |
| 6M | +26.9% | +1.5% | +25.4% | +27.2% |
| YTD | +0.7% | +12.0% | -11.3% | -28.7% |
| 1Y | +19.9% | +12.9% | +7.0% | -16.7% |
| All | -20.3% | +75.6% | -95.9% | -77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling