+411.6%
ROIV vs SM
-11.5%
+423.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +6.1% |
| 7D | +5.3% | -25.9% | +31.2% | +8.4% |
| 30D | +11.9% | -15.1% | +27.0% | +13.3% |
| 3M | +10.7% | +4.9% | +5.8% | +9.2% |
| 6M | +34.9% | +6.1% | +28.8% | +32.0% |
| YTD | +79.2% | +63.4% | +15.7% | +63.7% |
| 1Y | +89.0% | +72.5% | +16.5% | +71.0% |
| 3Y | +337.3% | -16.9% | +354.2% | +324.7% |
| All | +411.6% | -11.5% | +423.1% | +413.1% |
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