+92.1%
ROIV vs STZ
+17.1%
+75.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +4.8% |
| 7D | +13.3% | +3.4% | +9.9% | +13.6% |
| 30D | +14.8% | +19.6% | -4.8% | +17.4% |
| 3M | +11.9% | +8.0% | +3.9% | +14.1% |
| 6M | +42.4% | -0.3% | +42.7% | +45.8% |
| YTD | +87.4% | +8.6% | +78.9% | +91.7% |
| All | +92.1% | +17.1% | +75.1% | +100.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling