+78.8%
SO vs ROIV
+232.7%
-153.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -0.8% |
| 7D | -0.2% | +0.6% | -0.8% | -0.2% |
| 30D | -4.6% | +1.0% | -5.5% | -4.6% |
| 3M | -3.0% | +18.3% | -21.3% | -3.2% |
| 6M | -8.3% | +18.3% | -26.6% | -8.4% |
| YTD | +3.5% | +61.0% | -57.4% | +3.0% |
| 1Y | -0.9% | +177.9% | -178.8% | -2.1% |
| 3Y | +45.4% | +199.1% | -153.7% | +43.2% |
| 5Y | +59.6% | +250.7% | -191.1% | +56.4% |
| All | +78.8% | +232.7% | -153.9% | +76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling