+177.9%
ROIV vs SITM
+174.8%
+3.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.5% | -5.0% | +1.0% |
| 7D | +0.6% | +9.7% | -9.1% | -0.1% |
| 30D | +1.0% | +12.7% | -11.7% | -0.2% |
| 3M | +18.3% | -13.4% | +31.7% | +17.9% |
| 6M | +18.3% | +59.6% | -41.3% | +12.9% |
| YTD | +61.0% | +73.3% | -12.3% | +52.8% |
| 1Y | +177.9% | +165.5% | +12.3% | +175.0% |
| All | +177.9% | +174.8% | +3.1% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling