+12.4%
STM vs ROIV
+287.3%
-275.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.6% | +2.2% | +6.0% |
| 7D | -5.6% | +13.3% | -18.9% | -7.5% |
| 30D | -14.4% | +14.8% | -29.2% | -16.4% |
| 3M | -20.5% | +11.9% | -32.4% | -22.3% |
| 6M | -24.5% | +42.4% | -66.9% | -29.3% |
| YTD | +72.7% | +87.4% | -14.7% | +54.4% |
| 1Y | +91.0% | +97.2% | -6.2% | +69.2% |
| 3Y | +13.5% | +375.7% | -362.2% | -12.5% |
| 5Y | -9.2% | +379.0% | -388.2% | -38.4% |
| All | +12.4% | +287.3% | -275.0% | -7.7% |
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