+17.9%
STM vs ROIV
+276.5%
-258.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.8% |
| 7D | +12.0% | +1.7% | +10.3% | +11.7% |
| 30D | -0.4% | +17.6% | -17.9% | -3.1% |
| 3M | -13.2% | +9.0% | -22.1% | -14.8% |
| 6M | -26.1% | +35.3% | -61.4% | -30.2% |
| YTD | +81.2% | +82.2% | -1.0% | +62.8% |
| 1Y | +98.3% | +92.3% | +6.0% | +76.4% |
| 3Y | +16.7% | +336.8% | -320.1% | -9.0% |
| 5Y | -4.8% | +370.6% | -375.4% | -35.2% |
| All | +17.9% | +276.5% | -258.6% | -2.7% |
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