+367.5%
ROIV vs SFM
+19.7%
+347.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.3% |
| 7D | +14.3% | -6.9% | +21.2% | +14.5% |
| 30D | +16.2% | -25.0% | +41.2% | +17.2% |
| 3M | +15.1% | -42.7% | +57.8% | +16.9% |
| 6M | +44.2% | -41.0% | +85.2% | +45.8% |
| YTD | +89.8% | -38.7% | +128.5% | +90.8% |
| 1Y | +94.6% | -38.1% | +132.7% | +95.4% |
| 3Y | +367.5% | +19.3% | +348.2% | +242.2% |
| All | +367.5% | +19.7% | +347.8% | +242.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling