+316.5%
ROIV vs SITM
+168.3%
+148.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.1% | +20.9% | +19.1% |
| 7D | +20.2% | +8.4% | +11.8% | +18.5% |
| 30D | +14.1% | -17.4% | +31.6% | +17.2% |
| 3M | +45.6% | -9.8% | +55.4% | +45.5% |
| 6M | +44.1% | +83.0% | -38.8% | +25.4% |
| YTD | +91.2% | +69.6% | +21.6% | +66.6% |
| 1Y | +221.3% | +144.9% | +76.4% | +157.8% |
| 3Y | +229.2% | +429.9% | -200.7% | +104.4% |
| 5Y | +316.5% | +169.2% | +147.3% | +184.1% |
| All | +316.5% | +168.3% | +148.2% | +184.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling