-63.2%
SE vs ROIV
+270.3%
-333.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.0% | -1.2% |
| 7D | +2.0% | +5.3% | -3.3% | +0.9% |
| 30D | -20.0% | +11.9% | -31.9% | -22.0% |
| 3M | -31.8% | +10.7% | -42.5% | -33.8% |
| 6M | -15.9% | +34.9% | -50.8% | -22.4% |
| YTD | -40.6% | +79.2% | -119.8% | -49.0% |
| 1Y | -50.7% | +89.0% | -139.7% | -58.2% |
| 3Y | +70.3% | +337.3% | -267.1% | +16.5% |
| 5Y | -78.8% | +402.3% | -481.2% | -88.8% |
| All | -63.2% | +270.3% | -333.5% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling