+291.1%
ROIV vs STLD
+557.9%
-266.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +4.2% |
| 7D | +13.3% | -9.7% | +23.0% | +15.5% |
| 30D | +14.8% | -4.5% | +19.3% | +15.7% |
| 3M | +11.9% | -13.1% | +25.0% | +14.6% |
| 6M | +42.4% | -2.8% | +45.2% | +41.8% |
| YTD | +87.4% | +35.3% | +52.1% | +73.8% |
| 1Y | +97.2% | +51.4% | +45.9% | +78.7% |
| 3Y | +375.7% | +117.9% | +257.7% | +293.4% |
| 5Y | +379.0% | +272.6% | +106.4% | +269.0% |
| All | +291.1% | +557.9% | -266.8% | +201.0% |
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