-98.6%
SVRN price history and return analytics
+74.2%
-172.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.9% | +14.1% | +15.0% |
| 7D | +31.8% | -1.1% | +32.9% | +31.7% |
| 30D | +88.5% | -1.0% | +89.5% | +88.5% |
| 3M | +19.6% | +3.2% | +16.5% | +19.5% |
| 6M | +51.3% | +12.5% | +38.8% | +54.0% |
| YTD | -44.7% | +14.1% | -58.7% | -44.0% |
| 1Y | -51.8% | +18.9% | -70.7% | -51.4% |
| 3Y | -98.6% | +74.1% | -172.7% | -98.6% |
| All | -98.6% | +74.2% | -172.8% | -98.6% |
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