+292.5%
ROIV vs SNY
+11.2%
+281.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +16.9% | -3.3% | +20.2% | +17.5% |
| 30D | +12.9% | -2.2% | +15.0% | +13.2% |
| 3M | +37.3% | -3.0% | +40.3% | +37.7% |
| 6M | +38.0% | +2.7% | +35.3% | +36.9% |
| YTD | +88.1% | -6.8% | +95.0% | +90.0% |
| 1Y | +183.3% | -5.3% | +188.5% | +184.8% |
| 3Y | +254.6% | -9.8% | +264.4% | +256.4% |
| 5Y | +309.8% | +9.7% | +300.2% | +306.9% |
| All | +292.5% | +11.2% | +281.3% | +290.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling