+250.4%
ROIV vs STLD
+292.4%
-42.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.9% |
| 7D | +0.6% | +3.1% | -2.5% | -0.2% |
| 30D | +1.0% | -9.0% | +9.9% | +2.9% |
| 3M | +18.3% | -12.4% | +30.7% | +21.4% |
| 6M | +18.3% | +25.5% | -7.2% | +10.6% |
| YTD | +61.0% | +43.6% | +17.4% | +45.5% |
| 1Y | +177.9% | +87.2% | +90.7% | +134.5% |
| 3Y | +199.1% | +135.2% | +63.8% | +133.1% |
| All | +250.4% | +292.4% | -42.1% | +142.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling