+302.4%
ROIV vs SM
+621.8%
-319.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.6% | -4.0% | +1.3% |
| 7D | +9.5% | +0.3% | +9.1% | +9.4% |
| 30D | +21.0% | -17.3% | +38.3% | +22.2% |
| 3M | +18.7% | -3.6% | +22.3% | +18.5% |
| 6M | +44.5% | +2.9% | +41.6% | +43.1% |
| YTD | +92.9% | +70.2% | +22.7% | +82.7% |
| 1Y | +100.2% | +66.5% | +33.7% | +89.8% |
| 3Y | +375.0% | -8.2% | +383.2% | +364.0% |
| 5Y | +435.2% | -1.5% | +436.6% | +430.8% |
| All | +302.4% | +621.8% | -319.4% | +323.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling