-17.9%
STM vs ROIV
+369.5%
-387.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -4.2% | -8.2% | -11.6% |
| 7D | -20.1% | -2.4% | -17.7% | -19.7% |
| 30D | -32.0% | +3.1% | -35.0% | -32.3% |
| 3M | -24.2% | +5.8% | -30.0% | -25.3% |
| 6M | -29.9% | +29.3% | -59.2% | -33.4% |
| YTD | +54.9% | +68.8% | -13.9% | +40.3% |
| 1Y | +68.0% | +81.0% | -13.0% | +50.2% |
| 3Y | -0.1% | +294.6% | -294.7% | -21.8% |
| 5Y | -17.9% | +373.1% | -391.0% | -45.9% |
| All | -17.9% | +369.5% | -387.4% | -45.9% |
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