+389.2%
ROIV vs SM
+5.5%
+383.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | +1.7% | +9.4% | -7.7% | +0.7% |
| 30D | +17.6% | -14.4% | +31.9% | +19.0% |
| 3M | +9.0% | +1.6% | +7.4% | +8.0% |
| 6M | +35.3% | +6.3% | +28.9% | +32.6% |
| YTD | +82.2% | +78.8% | +3.4% | +65.2% |
| 1Y | +92.3% | +83.1% | +9.1% | +73.4% |
| 3Y | +336.8% | -5.9% | +342.7% | +318.8% |
| All | +389.2% | +5.5% | +383.7% | +395.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling