+302.4%
ROIV vs SMTC
+78.1%
+224.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.3% | -8.7% | -0.2% |
| 7D | +9.5% | +12.9% | -3.4% | +6.8% |
| 30D | +21.0% | -25.6% | +46.6% | +25.6% |
| 3M | +18.7% | -4.5% | +23.3% | +16.7% |
| 6M | +44.5% | -8.3% | +52.8% | +40.2% |
| YTD | +92.9% | +69.9% | +22.9% | +64.8% |
| 1Y | +100.2% | +73.9% | +26.3% | +69.6% |
| 3Y | +375.0% | +757.7% | -382.6% | +149.9% |
| 5Y | +435.2% | +38.7% | +396.4% | +317.1% |
| All | +302.4% | +78.1% | +224.3% | +211.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling