-100.0%
SVRN price history and return analytics
+65.8%
-165.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.9% | -9.7% | -10.5% |
| 7D | -1.4% | -2.0% | +0.6% | -1.2% |
| 30D | +60.8% | -1.4% | +62.3% | +61.1% |
| 3M | +3.9% | +4.7% | -0.8% | +3.2% |
| 6M | +22.2% | +11.4% | +10.9% | +21.5% |
| YTD | -51.9% | +13.1% | -65.0% | -52.5% |
| 1Y | -57.1% | +19.0% | -76.1% | -57.9% |
| 3Y | -98.7% | +73.9% | -172.6% | -98.8% |
| All | -100.0% | +65.8% | -165.8% | -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 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