+389.2%
ROIV vs SFM
+116.0%
+273.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | +1.7% | +6.0% | -4.4% | +1.4% |
| 30D | +17.6% | -19.5% | +37.0% | +18.8% |
| 3M | +9.0% | -37.0% | +46.0% | +11.4% |
| 6M | +35.3% | -41.0% | +76.3% | +38.7% |
| YTD | +82.2% | -34.6% | +116.8% | +84.6% |
| 1Y | +92.3% | -36.3% | +128.5% | +95.2% |
| 3Y | +336.8% | +24.5% | +312.3% | +300.0% |
| All | +389.2% | +116.0% | +273.3% | +430.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling