+221.3%
ROIV vs SPG
+22.1%
+199.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +15.9% |
| 3M | +45.6% | +3.3% | +42.3% | +41.9% |
| 6M | +44.1% | +11.2% | +32.9% | +35.9% |
| YTD | +91.2% | +17.1% | +74.1% | +80.0% |
| 1Y | +221.3% | +21.6% | +199.7% | +200.3% |
| All | +221.3% | +22.1% | +199.2% | +200.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling