+273.8%
ROIV vs SWK
-21.2%
+295.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.5% | +6.3% |
| 7D | +5.3% | +11.0% | -5.7% | +2.5% |
| 30D | +11.9% | +30.1% | -18.2% | +4.6% |
| 3M | +10.7% | +14.7% | -4.0% | +6.6% |
| 6M | +34.9% | +44.5% | -9.6% | +21.9% |
| YTD | +79.2% | +59.4% | +19.8% | +56.9% |
| 1Y | +89.0% | +77.5% | +11.5% | +60.6% |
| 3Y | +337.3% | +49.5% | +287.9% | +276.9% |
| 5Y | +402.3% | -24.9% | +427.2% | +311.7% |
| All | +273.8% | -21.2% | +295.0% | +206.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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