+273.8%
ROIV vs STLA
-56.1%
+329.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.2% |
| 7D | +5.3% | -4.5% | +9.9% | +5.9% |
| 30D | +11.9% | -3.9% | +15.8% | +12.3% |
| 3M | +10.7% | -20.2% | +30.9% | +13.3% |
| 6M | +34.9% | -42.2% | +77.1% | +43.9% |
| YTD | +79.2% | -59.3% | +138.5% | +99.4% |
| 1Y | +89.0% | -56.1% | +145.1% | +106.1% |
| 3Y | +337.3% | -73.7% | +411.0% | +415.3% |
| 5Y | +402.3% | -70.3% | +472.6% | +422.7% |
| All | +273.8% | -56.1% | +329.9% | +295.4% |
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