+296.1%
ROIV vs STLA
-57.8%
+353.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +1.7% |
| 7D | +14.3% | -4.9% | +19.2% | +15.0% |
| 30D | +16.2% | -4.9% | +21.1% | +16.8% |
| 3M | +15.1% | -23.7% | +38.8% | +18.5% |
| 6M | +44.2% | -45.0% | +89.2% | +54.8% |
| YTD | +89.8% | -60.9% | +150.7% | +112.2% |
| 1Y | +94.6% | -58.9% | +153.4% | +114.5% |
| 3Y | +367.5% | -74.4% | +442.0% | +452.3% |
| 5Y | +421.4% | -71.5% | +492.9% | +445.0% |
| All | +296.1% | -57.8% | +353.8% | +320.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling