+92.4%
ROIV vs SM
+70.4%
+22.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -15.3% | +21.4% | +5.3% |
| 7D | +3.0% | -21.5% | +24.5% | +2.1% |
| 30D | +6.8% | -11.4% | +18.2% | +6.1% |
| 3M | +10.5% | +0.6% | +9.9% | +10.4% |
| 6M | +34.8% | +0.2% | +34.6% | +35.5% |
| YTD | +76.2% | +69.7% | +6.5% | +65.6% |
| 1Y | +92.4% | +71.6% | +20.8% | +80.9% |
| All | +92.4% | +70.4% | +22.0% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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