-40.9%
SE vs ROIV
+177.7%
-218.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | -6.1% | +0.6% | -6.7% | -6.1% |
| 30D | -2.5% | +1.0% | -3.4% | -2.8% |
| 3M | +21.7% | +18.3% | +3.4% | +18.3% |
| 6M | +27.0% | +18.3% | +8.7% | +22.6% |
| YTD | -12.1% | +61.0% | -73.1% | -17.3% |
| 1Y | -40.9% | +177.9% | -218.8% | -49.1% |
| All | -40.9% | +177.7% | -218.6% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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