-52.1%
SMR vs ROIV
+513.3%
-565.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.4% | -3.4% | -6.5% |
| 7D | +10.3% | +9.2% | +1.1% | +7.7% |
| 30D | -25.7% | +19.9% | -45.6% | -29.5% |
| 3M | -49.7% | +10.6% | -60.3% | -51.1% |
| 6M | -59.8% | +36.1% | -95.9% | -63.2% |
| YTD | -66.0% | +84.3% | -150.3% | -71.1% |
| 1Y | -81.4% | +87.6% | -169.0% | -84.3% |
| 3Y | +130.6% | +353.9% | -223.3% | +63.4% |
| All | -52.1% | +513.3% | -565.4% | -65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling