+252.1%
ROIV vs STLD
+541.5%
-289.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -7.6% | +3.4% | -2.7% |
| 7D | -2.4% | -12.5% | +10.1% | +0.1% |
| 30D | +3.1% | -6.8% | +9.9% | +4.4% |
| 3M | +5.8% | -16.4% | +22.2% | +9.2% |
| 6M | +29.3% | -6.1% | +35.4% | +29.7% |
| YTD | +68.8% | +32.0% | +36.8% | +57.2% |
| 1Y | +81.0% | +45.5% | +35.5% | +65.2% |
| 3Y | +294.6% | +106.5% | +188.1% | +229.7% |
| 5Y | +373.1% | +267.2% | +106.0% | +265.7% |
| All | +252.1% | +541.5% | -289.4% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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