+63.9%
SMR vs ROIV
+201.4%
-137.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.5% |
| 7D | +4.4% | +0.6% | +3.8% | +4.0% |
| 30D | +3.4% | +1.0% | +2.5% | +2.4% |
| 3M | -19.2% | +18.3% | -37.5% | -27.3% |
| 6M | -22.6% | +18.3% | -41.0% | -31.1% |
| YTD | -31.5% | +61.0% | -92.5% | -50.3% |
| 1Y | -73.1% | +177.9% | -251.0% | -86.4% |
| All | +63.9% | +201.4% | -137.5% | -28.0% |
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