+95.4%
STM vs ROIV
+91.0%
+4.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.9% | +1.7% |
| 7D | +16.3% | +9.2% | +7.1% | +13.6% |
| 30D | -6.3% | +19.9% | -26.2% | -10.5% |
| 3M | -14.1% | +10.6% | -24.7% | -16.8% |
| 6M | -19.6% | +36.1% | -55.6% | -26.4% |
| YTD | +80.1% | +84.3% | -4.2% | +56.6% |
| 1Y | +95.4% | +87.6% | +7.8% | +69.1% |
| All | +95.4% | +91.0% | +4.4% | +69.1% |
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