+291.1%
ROIV vs SPG
+255.7%
+35.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +3.9% |
| 7D | +13.3% | +5.1% | +8.2% | +11.4% |
| 30D | +14.8% | +16.8% | -2.1% | +8.6% |
| 3M | +11.9% | +5.7% | +6.3% | +9.8% |
| 6M | +42.4% | +17.8% | +24.6% | +34.0% |
| YTD | +87.4% | +30.1% | +57.3% | +70.1% |
| 1Y | +97.2% | +32.8% | +64.4% | +77.7% |
| 3Y | +375.7% | +137.2% | +238.5% | +250.7% |
| 5Y | +379.0% | +81.5% | +297.6% | +228.1% |
| All | +291.1% | +255.7% | +35.4% | +168.9% |
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