+296.1%
ROIV vs STZ
-23.5%
+319.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +14.3% | +5.3% | +8.9% | +13.2% |
| 30D | +16.2% | +19.6% | -3.4% | +12.1% |
| 3M | +15.1% | +10.0% | +5.2% | +12.7% |
| 6M | +44.2% | -0.3% | +44.5% | +44.2% |
| YTD | +89.8% | +8.6% | +81.2% | +83.7% |
| 1Y | +94.6% | +16.6% | +78.0% | +83.9% |
| 3Y | +367.5% | -34.8% | +402.3% | +421.5% |
| 5Y | +421.4% | -27.8% | +449.2% | +469.8% |
| All | +296.1% | -23.5% | +319.5% | +324.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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