+635.3%
STX vs ROIV
+379.0%
+256.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.3% |
| 7D | -17.3% | +14.3% | -31.6% | -20.8% |
| 30D | -35.9% | +16.2% | -52.2% | -39.0% |
| 3M | -37.3% | +15.1% | -52.4% | -40.5% |
| 6M | -35.8% | +44.2% | -80.0% | -43.4% |
| YTD | +82.7% | +89.8% | -7.1% | +47.0% |
| 1Y | +71.6% | +94.6% | -22.9% | +36.4% |
| 3Y | +635.3% | +367.5% | +267.7% | +332.1% |
| All | +635.3% | +379.0% | +256.3% | +332.1% |
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 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