+298.8%
ROIV vs SPG
+220.0%
+78.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +1.2% | +17.6% | +18.3% |
| 7D | +20.2% | 0.0% | +20.2% | +20.2% |
| 30D | +14.1% | -4.9% | +19.1% | +16.2% |
| 3M | +45.6% | +3.3% | +42.3% | +43.5% |
| 6M | +44.1% | +11.2% | +32.9% | +38.4% |
| YTD | +91.2% | +17.1% | +74.1% | +80.2% |
| 1Y | +221.3% | +21.6% | +199.7% | +198.3% |
| 3Y | +229.2% | +111.9% | +117.3% | +152.3% |
| 5Y | +316.5% | +106.9% | +209.5% | +196.0% |
| All | +298.8% | +220.0% | +78.9% | +184.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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