+302.4%
ROIV vs STZ
-24.2%
+326.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | +9.5% | -0.9% | +10.4% | +9.7% |
| 30D | +21.0% | +14.9% | +6.1% | +17.6% |
| 3M | +18.7% | +8.4% | +10.3% | +16.5% |
| 6M | +44.5% | +2.8% | +41.7% | +43.4% |
| YTD | +92.9% | +7.5% | +85.3% | +87.0% |
| 1Y | +100.2% | +12.5% | +87.7% | +91.2% |
| 3Y | +375.0% | -35.4% | +410.4% | +430.8% |
| 5Y | +435.2% | -29.3% | +464.5% | +486.6% |
| All | +302.4% | -24.2% | +326.6% | +332.0% |
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