+250.4%
ROIV vs STZ
-33.3%
+283.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +0.6% | -1.9% | +2.6% | +1.1% |
| 30D | +1.0% | -1.9% | +2.8% | +1.3% |
| 3M | +18.3% | -6.2% | +24.5% | +19.6% |
| 6M | +18.3% | -14.0% | +32.3% | +22.3% |
| YTD | +61.0% | -5.1% | +66.1% | +60.3% |
| 1Y | +177.9% | -9.6% | +187.4% | +180.2% |
| 3Y | +199.1% | -47.2% | +246.3% | +261.2% |
| All | +250.4% | -33.3% | +283.6% | +296.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling