+87.4%
SO vs ROIV
+270.3%
-182.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.2% | -1.1% |
| 7D | -1.5% | +5.3% | -6.8% | -1.5% |
| 30D | +8.1% | +11.9% | -3.8% | +8.0% |
| 3M | +0.2% | +10.7% | -10.5% | +0.1% |
| 6M | +0.4% | +34.9% | -34.5% | +0.1% |
| YTD | +8.5% | +79.2% | -70.7% | +7.8% |
| 1Y | +4.9% | +89.0% | -84.1% | +4.2% |
| 3Y | +47.9% | +337.3% | -289.4% | +45.2% |
| 5Y | +75.7% | +402.3% | -326.6% | +70.6% |
| All | +87.4% | +270.3% | -182.9% | +85.2% |
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