+273.8%
ROIV vs SPG
+248.7%
+25.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.3% | +5.9% |
| 7D | +5.3% | +4.9% | +0.4% | +3.6% |
| 30D | +11.9% | +15.6% | -3.7% | +6.3% |
| 3M | +10.7% | +4.1% | +6.6% | +9.1% |
| 6M | +34.9% | +13.6% | +21.3% | +28.6% |
| YTD | +79.2% | +27.5% | +51.6% | +63.8% |
| 1Y | +89.0% | +32.2% | +56.8% | +70.5% |
| 3Y | +337.3% | +126.0% | +211.3% | +227.5% |
| 5Y | +402.3% | +74.7% | +327.6% | +246.5% |
| All | +273.8% | +248.7% | +25.2% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling