+50.4%
SVOL price history and return analytics
+76.3%
-25.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.1% | +1.2% |
| 7D | -3.3% | -0.7% | -2.6% | -2.5% |
| 30D | -6.8% | -1.7% | -5.0% | -5.0% |
| 3M | 0.0% | -2.3% | +2.3% | +2.4% |
| 6M | +7.5% | +1.5% | +6.0% | +5.9% |
| YTD | +4.2% | +12.0% | -7.9% | -7.1% |
| 1Y | +6.6% | +12.9% | -6.3% | -5.6% |
| 3Y | +17.5% | +74.9% | -57.4% | -25.1% |
| 5Y | +32.9% | +59.9% | -27.0% | -3.2% |
| All | +50.4% | +76.3% | -25.9% | -2.7% |
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