-78.2%
SE vs ROIV
+413.4%
-491.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.2% | +1.8% |
| 7D | -1.5% | +9.2% | -10.7% | -3.6% |
| 30D | -22.3% | +19.9% | -42.2% | -25.8% |
| 3M | -41.8% | +10.6% | -52.4% | -43.7% |
| 6M | -22.4% | +36.1% | -58.5% | -29.3% |
| YTD | -41.6% | +84.3% | -125.9% | -51.2% |
| 1Y | -48.0% | +87.6% | -135.6% | -56.8% |
| 3Y | +63.9% | +353.9% | -290.1% | +5.3% |
| 5Y | -78.2% | +376.1% | -454.2% | -90.5% |
| All | -78.2% | +413.4% | -491.5% | -90.5% |
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 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