+273.8%
ROIV vs SFM
+145.7%
+128.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.3% |
| 3M | +10.7% | -43.7% | +54.4% | +13.7% |
| 6M | +34.9% | -37.3% | +72.2% | +37.2% |
| YTD | +79.2% | -38.4% | +117.5% | +81.9% |
| 1Y | +89.0% | -36.9% | +125.9% | +91.5% |
| 3Y | +337.3% | +20.7% | +316.7% | +309.3% |
| 5Y | +402.3% | +103.5% | +298.8% | +360.6% |
| All | +273.8% | +145.7% | +128.1% | +238.9% |
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