+90.4%
SO vs ROIV
+298.6%
-208.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.2% |
| 7D | +0.8% | +9.5% | -8.7% | +0.7% |
| 30D | +7.8% | +21.0% | -13.2% | +7.6% |
| 3M | +2.9% | +18.7% | -15.8% | +2.8% |
| 6M | +2.5% | +44.5% | -42.0% | +2.1% |
| YTD | +10.3% | +92.9% | -82.6% | +9.5% |
| 1Y | +6.4% | +100.2% | -93.9% | +5.6% |
| 3Y | +52.8% | +375.0% | -322.2% | +49.9% |
| 5Y | +78.7% | +435.2% | -356.5% | +73.5% |
| All | +90.4% | +298.6% | -208.1% | +88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling