+89.9%
SO vs ROIV
+287.3%
-197.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.3% | +1.3% |
| 7D | -1.1% | +13.3% | -14.4% | -1.2% |
| 30D | +8.6% | +14.8% | -6.2% | +8.4% |
| 3M | +1.8% | +11.9% | -10.1% | +1.7% |
| 6M | +3.6% | +42.4% | -38.8% | +3.3% |
| YTD | +9.9% | +87.4% | -77.5% | +9.2% |
| 1Y | +5.7% | +97.2% | -91.5% | +4.9% |
| 3Y | +52.5% | +375.7% | -323.2% | +49.7% |
| 5Y | +77.3% | +379.0% | -301.7% | +72.2% |
| All | +89.9% | +287.3% | -197.4% | +87.6% |
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