-67.1%
SMR vs ROIV
+221.6%
-288.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +18.8% | -3.5% | +3.5% |
| 7D | +21.4% | +20.2% | +1.2% | +8.2% |
| 30D | +13.8% | +14.1% | -0.3% | +4.3% |
| 3M | +3.9% | +45.6% | -41.7% | -17.5% |
| 6M | -4.2% | +44.1% | -48.3% | -24.6% |
| YTD | -21.1% | +91.2% | -112.3% | -48.6% |
| 1Y | -67.1% | +221.3% | -288.4% | -78.3% |
| All | -67.1% | +221.6% | -288.6% | -78.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling