+411.6%
ROIV vs SFM
+105.4%
+306.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.8% | +11.0% | +6.4% |
| 7D | +5.3% | -1.2% | +6.5% | +5.4% |
| 30D | +11.9% | -24.8% | +36.6% | +13.4% |
| 3M | +10.7% | -43.7% | +54.4% | +14.0% |
| 6M | +34.9% | -37.3% | +72.2% | +37.4% |
| YTD | +79.2% | -38.4% | +117.5% | +82.1% |
| 1Y | +89.0% | -36.9% | +125.9% | +91.7% |
| 3Y | +337.3% | +20.7% | +316.7% | +301.0% |
| All | +411.6% | +105.4% | +306.2% | +442.3% |
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