+298.8%
ROIV vs SCHG
+131.5%
+167.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.8% | +19.5% | +19.3% |
| 7D | +20.2% | -0.1% | +20.2% | +20.1% |
| 30D | +14.1% | -1.5% | +15.6% | +15.1% |
| 3M | +45.6% | +4.4% | +41.2% | +41.2% |
| 6M | +44.1% | +15.7% | +28.4% | +30.8% |
| YTD | +91.2% | +8.3% | +82.8% | +81.2% |
| 1Y | +221.3% | +14.2% | +207.1% | +193.5% |
| 3Y | +229.2% | +88.3% | +140.9% | +114.6% |
| 5Y | +316.5% | +83.5% | +233.0% | +147.7% |
| All | +298.8% | +131.5% | +167.4% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SCHG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling