+21.0%
STM vs ROIV
+250.7%
-229.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.6% |
| 7D | +5.8% | +0.6% | +5.2% | +5.7% |
| 30D | -1.0% | +1.0% | -2.0% | -1.2% |
| 3M | -33.3% | +18.3% | -51.5% | -35.0% |
| 6M | +57.4% | +18.3% | +39.0% | +52.8% |
| YTD | +102.2% | +61.0% | +41.2% | +86.8% |
| 1Y | +99.6% | +177.9% | -78.3% | +69.1% |
| 3Y | +14.5% | +199.1% | -184.5% | -5.6% |
| All | +21.0% | +250.7% | -229.7% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling