+29.3%
ROIV vs SM
-3.8%
+33.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.6% | +0.4% | -4.7% |
| 7D | -2.4% | -25.1% | +22.7% | -4.9% |
| 30D | +3.1% | -15.6% | +18.7% | +1.3% |
| 3M | +5.8% | +2.7% | +3.1% | +6.4% |
| 6M | +29.3% | -3.8% | +33.2% | +30.3% |
| All | +29.3% | -3.8% | +33.1% | +30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling