+235.9%
ROIV vs STLA
-44.9%
+280.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | +0.6% | +2.6% | -1.9% | +0.3% |
| 30D | +1.0% | -1.2% | +2.2% | +1.0% |
| 3M | +18.3% | -24.8% | +43.0% | +22.6% |
| 6M | +18.3% | -25.6% | +43.9% | +22.5% |
| YTD | +61.0% | -48.9% | +109.9% | +74.7% |
| 1Y | +177.9% | -38.8% | +216.7% | +186.3% |
| 3Y | +199.1% | -64.5% | +263.6% | +237.2% |
| 5Y | +250.7% | -62.4% | +313.1% | +256.2% |
| All | +235.9% | -44.9% | +280.8% | +246.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling