+368.6%
SU vs ROIV
+289.9%
+78.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.1% |
| 7D | +1.7% | +19.0% | -17.3% | +1.0% |
| 30D | +9.6% | +16.1% | -6.5% | +9.0% |
| 3M | +11.7% | +44.1% | -32.4% | +10.0% |
| 6M | +21.9% | +37.8% | -15.9% | +20.2% |
| YTD | +58.6% | +88.7% | -30.0% | +53.9% |
| 1Y | +66.5% | +197.3% | -130.8% | +58.3% |
| 3Y | +121.4% | +224.9% | -103.5% | +108.1% |
| 5Y | +355.7% | +311.0% | +44.7% | +290.4% |
| All | +368.6% | +289.9% | +78.7% | +289.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling