+197.3%
ROIV vs SPG
+112.6%
+84.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.9% |
| 7D | +0.6% | -2.4% | +3.0% | +1.6% |
| 30D | +1.0% | -6.8% | +7.8% | +4.0% |
| 3M | +18.3% | +2.7% | +15.6% | +16.1% |
| 6M | +18.3% | +5.5% | +12.9% | +14.7% |
| YTD | +61.0% | +15.7% | +45.3% | +49.9% |
| 1Y | +177.9% | +20.9% | +157.0% | +153.2% |
| All | +197.3% | +112.6% | +84.7% | +101.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling