+6.6%
SO vs ROIV
+104.3%
-97.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | -0.1% | +14.3% | -14.4% | +0.1% |
| 30D | +8.7% | +16.2% | -7.5% | +9.0% |
| 3M | +3.4% | +15.1% | -11.7% | +3.8% |
| 6M | +3.7% | +44.2% | -40.5% | +5.0% |
| YTD | +10.0% | +89.8% | -79.8% | +12.6% |
| 1Y | +6.6% | +94.6% | -88.0% | +8.1% |
| All | +6.6% | +104.3% | -97.7% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling