+250.4%
ROIV vs STT
+145.1%
+105.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +0.6% | +0.5% | +0.2% | +0.5% |
| 30D | +1.0% | +3.9% | -2.9% | -0.4% |
| 3M | +18.3% | +20.0% | -1.7% | +11.3% |
| 6M | +18.3% | +55.3% | -37.0% | +2.4% |
| YTD | +61.0% | +53.3% | +7.6% | +39.7% |
| 1Y | +177.9% | +74.7% | +103.2% | +130.9% |
| 3Y | +199.1% | +205.8% | -6.8% | +108.7% |
| All | +250.4% | +145.1% | +105.3% | +150.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling