+198.5%
ROIV vs SITM
+395.0%
-196.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.5% | -5.0% | +0.8% |
| 7D | +0.6% | +9.7% | -9.1% | -0.4% |
| 30D | +1.0% | +12.7% | -11.7% | -0.8% |
| 3M | +18.3% | -13.4% | +31.7% | +18.6% |
| 6M | +18.3% | +59.6% | -41.3% | +9.7% |
| YTD | +61.0% | +73.3% | -12.3% | +46.9% |
| 1Y | +177.9% | +165.5% | +12.3% | +138.2% |
| All | +198.5% | +395.0% | -196.5% | +120.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling