+101.7%
SMR vs ROIV
+357.5%
-255.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -2.5% |
| 7D | -8.3% | +1.7% | -9.9% | -9.1% |
| 30D | -20.1% | +17.6% | -37.6% | -28.0% |
| 3M | -52.7% | +9.0% | -61.6% | -55.4% |
| 6M | -61.0% | +35.3% | -96.3% | -68.7% |
| YTD | -67.1% | +82.2% | -149.3% | -78.6% |
| 1Y | -79.9% | +92.3% | -172.1% | -87.4% |
| 3Y | +101.7% | +336.8% | -235.1% | -26.9% |
| All | +101.7% | +357.5% | -255.8% | -26.9% |
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 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