+235.9%
ROIV vs SIRI
-46.8%
+282.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.8% |
| 7D | +0.6% | +1.6% | -0.9% | +0.4% |
| 30D | +1.0% | -4.7% | +5.7% | +1.4% |
| 3M | +18.3% | +5.3% | +13.0% | +17.3% |
| 6M | +18.3% | +30.5% | -12.2% | +14.4% |
| YTD | +61.0% | +49.6% | +11.3% | +52.6% |
| 1Y | +177.9% | +28.5% | +149.4% | +168.0% |
| 3Y | +199.1% | -27.5% | +226.5% | +202.7% |
| 5Y | +250.7% | -44.7% | +295.4% | +275.2% |
| All | +235.9% | -46.8% | +282.6% | +259.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling