-49.5%
SMR vs ROIV
+496.3%
-545.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +6.2% | +10.1% | +14.4% |
| 7D | -9.6% | +5.3% | -14.9% | -10.8% |
| 30D | -33.8% | +11.9% | -45.7% | -35.8% |
| 3M | -46.4% | +10.7% | -57.1% | -47.9% |
| 6M | -62.4% | +34.9% | -97.3% | -65.5% |
| YTD | -64.1% | +79.2% | -143.3% | -69.3% |
| 1Y | -84.3% | +89.0% | -173.4% | -86.8% |
| 3Y | +55.8% | +337.3% | -281.5% | +11.6% |
| All | -49.5% | +496.3% | -545.8% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling