-48.0%
SE vs ROIV
+96.8%
-144.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -3.8% |
| 7D | -7.7% | +9.5% | -17.2% | -8.6% |
| 30D | -22.8% | +21.0% | -43.8% | -24.3% |
| 3M | -43.7% | +18.7% | -62.5% | -44.8% |
| 6M | -12.8% | +44.5% | -57.3% | -17.2% |
| YTD | -42.0% | +92.9% | -134.9% | -45.9% |
| 1Y | -48.0% | +100.2% | -148.2% | -52.5% |
| All | -48.0% | +96.8% | -144.8% | -52.5% |
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