+273.8%
ROIV vs SM
+593.0%
-319.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +6.1% |
| 7D | +5.3% | -25.9% | +31.2% | +7.2% |
| 30D | +11.9% | -15.1% | +27.0% | +12.7% |
| 3M | +10.7% | +4.9% | +5.8% | +9.8% |
| 6M | +34.9% | +6.1% | +28.8% | +33.2% |
| YTD | +79.2% | +63.4% | +15.7% | +70.2% |
| 1Y | +89.0% | +72.5% | +16.5% | +78.5% |
| 3Y | +337.3% | -16.9% | +354.2% | +329.5% |
| 5Y | +402.3% | -10.6% | +413.0% | +399.7% |
| All | +273.8% | +593.0% | -319.2% | +294.4% |
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