+291.1%
ROIV vs STLA
-56.2%
+347.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | +13.3% | -6.4% | +19.7% | +14.2% |
| 30D | +14.8% | -1.3% | +16.1% | +14.8% |
| 3M | +11.9% | -19.9% | +31.8% | +14.5% |
| 6M | +42.4% | -42.9% | +85.3% | +52.2% |
| YTD | +87.4% | -59.4% | +146.8% | +108.6% |
| 1Y | +97.2% | -56.8% | +154.1% | +115.9% |
| 3Y | +375.7% | -73.1% | +448.7% | +457.5% |
| 5Y | +379.0% | -70.1% | +449.1% | +398.7% |
| All | +291.1% | -56.2% | +347.3% | +313.7% |
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