+273.8%
ROIV vs STT
+162.9%
+110.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.0% | +6.1% |
| 7D | +5.3% | -2.5% | +7.8% | +6.2% |
| 30D | +11.9% | -5.0% | +16.8% | +13.5% |
| 3M | +10.7% | -10.5% | +21.2% | +14.0% |
| 6M | +34.9% | +10.0% | +24.9% | +31.0% |
| YTD | +79.2% | +30.7% | +48.5% | +65.7% |
| 1Y | +89.0% | +43.8% | +45.2% | +70.3% |
| 3Y | +337.3% | +168.1% | +169.3% | +235.7% |
| 5Y | +402.3% | +101.4% | +300.9% | +280.0% |
| All | +273.8% | +162.9% | +110.9% | +181.2% |
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