+298.8%
ROIV vs STLA
-46.6%
+345.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -3.1% | +21.8% | +19.1% |
| 7D | +20.2% | +0.7% | +19.4% | +19.9% |
| 30D | +14.1% | -2.4% | +16.5% | +14.3% |
| 3M | +45.6% | -23.9% | +69.5% | +50.4% |
| 6M | +44.1% | -24.6% | +68.7% | +48.9% |
| YTD | +91.2% | -50.5% | +141.7% | +108.2% |
| 1Y | +221.3% | -39.8% | +261.1% | +231.1% |
| 3Y | +229.2% | -65.6% | +294.8% | +272.4% |
| 5Y | +316.5% | -62.1% | +378.6% | +324.1% |
| All | +298.8% | -46.6% | +345.4% | +312.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded STLA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling