+4.9%
STM vs ROIV
+314.9%
-310.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.2% | -1.7% | +2.4% |
| 7D | -10.7% | +5.3% | -16.1% | -12.3% |
| 30D | -25.7% | +11.9% | -37.6% | -28.5% |
| 3M | -21.6% | +10.7% | -32.3% | -25.0% |
| 6M | -27.8% | +34.9% | -62.7% | -35.9% |
| YTD | +61.8% | +79.2% | -17.4% | +29.4% |
| 1Y | +78.1% | +89.0% | -10.9% | +38.8% |
| 3Y | +4.9% | +337.3% | -332.4% | -42.8% |
| All | +4.9% | +314.9% | -310.0% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling