+337.3%
ROIV vs SPG
+124.5%
+212.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.3% | +5.8% |
| 7D | +5.3% | +4.9% | +0.4% | +3.2% |
| 30D | +11.9% | +15.6% | -3.7% | +5.0% |
| 3M | +10.7% | +4.1% | +6.6% | +8.8% |
| 6M | +34.9% | +13.6% | +21.3% | +26.7% |
| YTD | +79.2% | +27.5% | +51.6% | +59.5% |
| 1Y | +89.0% | +32.2% | +56.8% | +65.4% |
| 3Y | +337.3% | +126.0% | +211.3% | +173.8% |
| All | +337.3% | +124.5% | +212.8% | +173.8% |
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