+316.5%
ROIV vs SIRI
-43.5%
+360.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.7% | +19.4% | +18.8% |
| 7D | +20.2% | +4.3% | +15.9% | +19.5% |
| 30D | +14.1% | -2.8% | +17.0% | +14.4% |
| 3M | +45.6% | +5.9% | +39.7% | +44.2% |
| 6M | +44.1% | +31.9% | +12.2% | +38.8% |
| YTD | +91.2% | +48.7% | +42.5% | +80.7% |
| 1Y | +221.3% | +23.2% | +198.1% | +210.8% |
| 3Y | +229.2% | -23.9% | +253.1% | +232.1% |
| 5Y | +316.5% | -43.4% | +359.9% | +406.5% |
| All | +316.5% | -43.5% | +360.0% | +406.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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