+280.1%
ROIV vs STZ
-23.4%
+303.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.3% |
| 7D | +1.7% | +2.6% | -0.9% | +1.2% |
| 30D | +17.6% | +15.2% | +2.4% | +14.3% |
| 3M | +9.0% | +7.6% | +1.3% | +7.2% |
| 6M | +35.3% | +5.3% | +30.0% | +33.5% |
| YTD | +82.2% | +8.6% | +73.5% | +76.3% |
| 1Y | +92.3% | +15.6% | +76.7% | +82.3% |
| 3Y | +336.8% | -35.2% | +372.0% | +388.2% |
| 5Y | +370.6% | -29.1% | +399.7% | +415.2% |
| All | +280.1% | -23.4% | +303.5% | +307.2% |
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