+235.9%
ROIV vs SCHG
+133.3%
+102.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.1% |
| 7D | +0.6% | -0.7% | +1.3% | +1.1% |
| 30D | +1.0% | +0.2% | +0.7% | +0.8% |
| 3M | +18.3% | +2.2% | +16.1% | +16.4% |
| 6M | +18.3% | +15.0% | +3.3% | +7.9% |
| YTD | +61.0% | +9.2% | +51.8% | +51.9% |
| 1Y | +177.9% | +15.7% | +162.2% | +151.9% |
| 3Y | +199.1% | +87.3% | +111.8% | +95.9% |
| 5Y | +250.7% | +84.5% | +166.2% | +107.8% |
| All | +235.9% | +133.3% | +102.6% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling