+100.2%
ROIV vs SFM
-36.1%
+136.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +1.7% |
| 7D | +9.5% | -7.1% | +16.5% | +9.4% |
| 30D | +21.0% | -21.4% | +42.4% | +20.9% |
| 3M | +18.7% | -40.1% | +58.8% | +17.7% |
| 6M | +44.5% | -38.0% | +82.5% | +42.2% |
| YTD | +92.9% | -36.5% | +129.4% | +87.0% |
| 1Y | +100.2% | -35.2% | +135.4% | +93.1% |
| All | +100.2% | -36.1% | +136.4% | +93.1% |
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