+40.5%
ROIV vs SNY
+4.3%
+36.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.4% | +21.2% | +18.9% |
| 7D | +20.2% | -2.7% | +22.9% | +20.4% |
| 30D | +14.1% | -0.7% | +14.8% | +13.7% |
| 3M | +45.6% | -1.6% | +47.2% | +45.2% |
| All | +40.5% | +4.3% | +36.1% | +35.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling