+337.3%
ROIV vs STLD
+105.6%
+231.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.7% | +6.1% |
| 7D | +5.3% | -11.1% | +16.5% | +7.8% |
| 30D | +11.9% | -4.8% | +16.7% | +12.9% |
| 3M | +10.7% | -14.6% | +25.3% | +13.9% |
| 6M | +34.9% | -7.4% | +42.3% | +35.6% |
| YTD | +79.2% | +32.6% | +46.6% | +64.7% |
| 1Y | +89.0% | +47.3% | +41.7% | +69.5% |
| 3Y | +337.3% | +107.5% | +229.8% | +257.1% |
| All | +337.3% | +105.6% | +231.7% | +257.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling