+291.1%
ROIV vs STT
+172.8%
+118.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.2% | +1.4% | +3.7% |
| 7D | +13.3% | +0.9% | +12.4% | +13.1% |
| 30D | +14.8% | -2.3% | +17.1% | +15.6% |
| 3M | +11.9% | -7.0% | +18.9% | +14.0% |
| 6M | +42.4% | +15.5% | +26.9% | +36.4% |
| YTD | +87.4% | +35.6% | +51.8% | +71.5% |
| 1Y | +97.2% | +47.9% | +49.4% | +76.3% |
| 3Y | +375.7% | +181.1% | +194.6% | +260.6% |
| 5Y | +379.0% | +108.2% | +270.8% | +258.7% |
| All | +291.1% | +172.8% | +118.2% | +191.1% |
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