+68.9%
SE vs ROIV
+379.0%
-310.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | 0.0% | +14.3% | -14.3% | -2.1% |
| 30D | -19.4% | +16.2% | -35.6% | -21.4% |
| 3M | -33.1% | +15.1% | -48.2% | -34.9% |
| 6M | -11.4% | +44.2% | -55.7% | -18.0% |
| YTD | -39.8% | +89.8% | -129.6% | -47.3% |
| 1Y | -50.5% | +94.6% | -145.0% | -56.9% |
| 3Y | +68.9% | +367.5% | -298.7% | +58.0% |
| All | +68.9% | +379.0% | -310.1% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling