-50.5%
SE vs ROIV
+104.3%
-154.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.6% |
| 7D | 0.0% | +14.3% | -14.3% | -1.4% |
| 30D | -19.4% | +16.2% | -35.6% | -20.7% |
| 3M | -33.1% | +15.1% | -48.2% | -34.2% |
| 6M | -11.4% | +44.2% | -55.7% | -16.2% |
| YTD | -39.8% | +89.8% | -129.6% | -44.3% |
| 1Y | -50.5% | +94.6% | -145.0% | -55.1% |
| All | -50.5% | +104.3% | -154.8% | -55.1% |
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