+235.9%
ROIV vs SFM
+307.4%
-71.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.3% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +1.0% | -4.4% | +5.3% | +1.2% |
| 3M | +18.3% | +1.5% | +16.8% | +17.9% |
| 6M | +18.3% | +6.5% | +11.9% | +17.2% |
| YTD | +61.0% | +2.2% | +58.8% | +59.7% |
| 1Y | +177.9% | -41.9% | +219.8% | +188.2% |
| 3Y | +199.1% | +106.8% | +92.3% | +172.6% |
| 5Y | +250.7% | +231.6% | +19.1% | +214.2% |
| All | +235.9% | +307.4% | -71.5% | +197.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling