+250.4%
ROIV vs SPG
+102.5%
+147.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.9% |
| 7D | +0.6% | -2.4% | +3.0% | +1.7% |
| 30D | +1.0% | -6.8% | +7.8% | +4.0% |
| 3M | +18.3% | +2.7% | +15.6% | +16.3% |
| 6M | +18.3% | +5.5% | +12.9% | +15.0% |
| YTD | +61.0% | +15.7% | +45.3% | +50.1% |
| 1Y | +177.9% | +20.9% | +157.0% | +153.7% |
| 3Y | +199.1% | +112.4% | +86.7% | +109.8% |
| All | +250.4% | +102.5% | +147.8% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling