+263.2%
ROIV vs SCHG
+85.5%
+177.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +22.3% | -0.9% | +23.2% | +22.9% |
| 30D | +16.9% | -2.3% | +19.1% | +18.4% |
| 3M | +43.9% | +4.5% | +39.4% | +39.6% |
| 6M | +41.6% | +13.6% | +28.0% | +30.4% |
| YTD | +92.7% | +7.6% | +85.1% | +83.0% |
| 1Y | +210.2% | +13.0% | +197.1% | +185.4% |
| All | +263.2% | +85.5% | +177.8% | +154.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling