+55.8%
SMR vs ROIV
+314.9%
-259.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +6.2% | +10.1% | +11.8% |
| 7D | -9.6% | +5.3% | -14.9% | -12.5% |
| 30D | -33.8% | +11.9% | -45.7% | -38.7% |
| 3M | -46.4% | +10.7% | -57.1% | -50.4% |
| 6M | -62.4% | +34.9% | -97.3% | -70.4% |
| YTD | -64.1% | +79.2% | -143.3% | -77.2% |
| 1Y | -84.3% | +89.0% | -173.4% | -90.5% |
| 3Y | +55.8% | +337.3% | -281.5% | -64.7% |
| All | +55.8% | +314.9% | -259.1% | -64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling