+210.2%
ROIV vs SITM
+140.0%
+70.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | +22.3% | +3.7% | +18.6% | +21.9% |
| 30D | +16.9% | -14.5% | +31.4% | +17.9% |
| 3M | +43.9% | -10.6% | +54.5% | +43.3% |
| 6M | +41.6% | +65.5% | -24.0% | +35.3% |
| YTD | +92.7% | +67.0% | +25.7% | +83.3% |
| 1Y | +210.2% | +138.6% | +71.6% | +199.7% |
| All | +210.2% | +140.0% | +70.2% | +199.7% |
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