-45.9%
SMR vs ROIV
+523.8%
-569.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.6% | +2.5% | +5.7% |
| 7D | +1.7% | +13.3% | -11.6% | -1.8% |
| 30D | -24.4% | +14.8% | -39.2% | -27.3% |
| 3M | -44.6% | +11.9% | -56.5% | -46.4% |
| 6M | -56.7% | +42.4% | -99.1% | -60.9% |
| YTD | -61.6% | +87.4% | -149.0% | -67.6% |
| 1Y | -82.1% | +97.2% | -179.3% | -85.0% |
| 3Y | +161.5% | +375.7% | -214.1% | +83.6% |
| All | -45.9% | +523.8% | -569.7% | -61.7% |
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 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