+273.8%
ROIV vs STLD
+544.4%
-270.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.7% | +6.1% |
| 7D | +5.3% | -11.1% | +16.5% | +7.7% |
| 30D | +11.9% | -4.8% | +16.7% | +12.9% |
| 3M | +10.7% | -14.6% | +25.3% | +13.7% |
| 6M | +34.9% | -7.4% | +42.3% | +35.7% |
| YTD | +79.2% | +32.6% | +46.6% | +66.8% |
| 1Y | +89.0% | +47.3% | +41.7% | +72.1% |
| 3Y | +337.3% | +107.5% | +229.8% | +265.1% |
| 5Y | +402.3% | +268.8% | +133.5% | +288.0% |
| All | +273.8% | +544.4% | -270.5% | +188.9% |
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