+92.1%
ROIV vs SFM
-37.1%
+129.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.6% |
| 7D | +13.3% | -10.2% | +23.5% | +13.1% |
| 30D | +14.8% | -23.9% | +38.6% | +14.7% |
| 3M | +11.9% | -42.3% | +54.2% | +11.0% |
| 6M | +42.4% | -40.1% | +82.5% | +40.2% |
| YTD | +87.4% | -37.8% | +125.2% | +81.7% |
| All | +92.1% | -37.1% | +129.2% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling