+34.9%
ROIV vs SFM
-37.6%
+72.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.8% | +11.0% | +5.9% |
| 7D | +5.3% | -1.2% | +6.5% | +5.5% |
| 30D | +11.9% | -24.8% | +36.6% | +10.6% |
| 3M | +10.7% | -43.7% | +54.4% | +6.0% |
| 6M | +34.9% | -37.3% | +72.2% | +28.6% |
| All | +34.9% | -37.6% | +72.5% | +28.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling