-80.4%
SMR vs ROIV
+96.8%
-177.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.9% |
| 7D | +1.9% | +9.5% | -7.5% | -3.6% |
| 30D | -21.9% | +21.0% | -42.9% | -31.2% |
| 3M | -47.1% | +18.7% | -65.8% | -53.1% |
| 6M | -60.6% | +44.5% | -105.2% | -69.8% |
| YTD | -63.1% | +92.9% | -155.9% | -77.3% |
| 1Y | -80.4% | +100.2% | -180.7% | -88.5% |
| All | -80.4% | +96.8% | -177.2% | -88.5% |
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 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