+358.0%
ROIV vs SITM
+48.9%
+309.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +17.4% | -11.3% | +3.3% |
| 7D | +5.3% | -6.7% | +12.1% | +6.1% |
| 30D | +11.9% | -37.3% | +49.2% | +19.9% |
| 3M | +10.7% | -39.4% | +50.1% | +18.3% |
| 6M | +34.9% | -33.1% | +68.0% | +38.1% |
| YTD | +79.2% | +18.0% | +61.1% | +62.0% |
| 1Y | +89.0% | +22.7% | +66.3% | +68.7% |
| 3Y | +337.3% | +283.8% | +53.6% | +170.3% |
| All | +358.0% | +48.9% | +309.0% | +225.1% |
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