+362.4%
ROIV vs SM
-8.5%
+371.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.6% | -4.0% | +1.1% |
| 7D | +9.5% | +0.3% | +9.1% | +9.4% |
| 30D | +21.0% | -17.3% | +38.3% | +22.8% |
| 3M | +18.7% | -3.6% | +22.3% | +18.1% |
| 6M | +44.5% | +2.9% | +41.6% | +41.9% |
| YTD | +92.9% | +70.2% | +22.7% | +71.9% |
| 1Y | +100.2% | +66.5% | +33.7% | +78.6% |
| All | +362.4% | -8.5% | +371.0% | +316.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling