-77.1%
SE vs ROIV
+403.5%
-480.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.8% |
| 7D | 0.0% | +14.3% | -14.3% | -3.1% |
| 30D | -19.4% | +16.2% | -35.6% | -22.4% |
| 3M | -33.1% | +15.1% | -48.2% | -35.9% |
| 6M | -11.4% | +44.2% | -55.7% | -20.4% |
| YTD | -39.8% | +89.8% | -129.6% | -50.0% |
| 1Y | -50.5% | +94.6% | -145.0% | -59.2% |
| 3Y | +68.9% | +367.5% | -298.7% | +7.7% |
| 5Y | -77.1% | +421.4% | -498.5% | -89.7% |
| All | -77.1% | +403.5% | -480.6% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling