+235.9%
ROIV vs SMTC
+110.3%
+125.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.2% | -7.7% | -0.1% |
| 7D | +0.6% | +12.7% | -12.1% | -1.5% |
| 30D | +1.0% | +22.0% | -21.0% | -3.2% |
| 3M | +18.3% | -12.7% | +31.0% | +18.7% |
| 6M | +18.3% | +64.8% | -46.5% | +4.2% |
| YTD | +61.0% | +100.7% | -39.7% | +36.2% |
| 1Y | +177.9% | +146.9% | +31.0% | +123.9% |
| 3Y | +199.1% | +456.8% | -257.8% | +78.2% |
| 5Y | +250.7% | +89.2% | +161.5% | +169.1% |
| All | +235.9% | +110.3% | +125.6% | +157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling