+252.1%
ROIV vs STT
+162.4%
+89.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.7% | +0.5% | -2.9% |
| 7D | -2.4% | -4.9% | +2.5% | -0.9% |
| 30D | +3.1% | -6.0% | +9.1% | +4.9% |
| 3M | +5.8% | -11.7% | +17.5% | +9.4% |
| 6M | +29.3% | +11.7% | +17.6% | +25.1% |
| YTD | +68.8% | +30.4% | +38.3% | +56.1% |
| 1Y | +81.0% | +43.9% | +37.1% | +63.0% |
| 3Y | +294.6% | +165.4% | +129.2% | +203.5% |
| 5Y | +373.1% | +101.0% | +272.1% | +258.1% |
| All | +252.1% | +162.4% | +89.7% | +165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling