+296.1%
ROIV vs STT
+174.0%
+122.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.2% |
| 7D | +14.3% | +1.1% | +13.2% | +14.0% |
| 30D | +16.2% | -1.9% | +18.1% | +16.9% |
| 3M | +15.1% | -7.6% | +22.7% | +17.5% |
| 6M | +44.2% | +16.0% | +28.2% | +38.0% |
| YTD | +89.8% | +36.2% | +53.6% | +73.5% |
| 1Y | +94.6% | +46.8% | +47.8% | +74.2% |
| 3Y | +367.5% | +177.8% | +189.7% | +255.1% |
| 5Y | +421.4% | +105.8% | +315.6% | +289.8% |
| All | +296.1% | +174.0% | +122.1% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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