+311.0%
ROIV vs SCHG
+81.2%
+229.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | +19.0% | -2.7% | +21.7% | +21.2% |
| 30D | +16.1% | -2.2% | +18.4% | +17.8% |
| 3M | +44.1% | +6.2% | +37.9% | +37.8% |
| 6M | +37.8% | +13.4% | +24.5% | +26.0% |
| YTD | +88.7% | +7.1% | +81.6% | +79.5% |
| 1Y | +197.3% | +12.5% | +184.8% | +172.5% |
| 3Y | +224.9% | +86.2% | +138.7% | +104.5% |
| 5Y | +311.0% | +83.9% | +227.1% | +132.7% |
| All | +311.0% | +81.2% | +229.9% | +132.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling