+273.8%
ROIV vs STZ
-25.3%
+299.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +6.5% |
| 7D | +5.3% | +4.9% | +0.4% | +4.3% |
| 30D | +11.9% | +20.9% | -9.0% | +7.6% |
| 3M | +10.7% | +8.0% | +2.7% | +8.7% |
| 6M | +34.9% | -5.3% | +40.2% | +36.5% |
| YTD | +79.2% | +5.9% | +73.2% | +74.2% |
| 1Y | +89.0% | +14.2% | +74.8% | +79.3% |
| 3Y | +337.3% | -37.0% | +374.3% | +391.9% |
| 5Y | +402.3% | -29.7% | +432.0% | +451.6% |
| All | +273.8% | -25.3% | +299.2% | +302.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling