+92.1%
ROIV vs SM
+62.4%
+29.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.7% | +7.3% | +4.5% |
| 7D | +13.3% | -22.3% | +35.6% | +12.1% |
| 30D | +14.8% | -21.4% | +36.1% | +13.6% |
| 3M | +11.9% | +1.4% | +10.6% | +11.5% |
| 6M | +42.4% | +0.1% | +42.3% | +42.4% |
| YTD | +87.4% | +59.0% | +28.5% | +74.0% |
| All | +92.1% | +62.4% | +29.7% | +78.2% |
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