+375.7%
ROIV vs SPXS
-80.3%
+456.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -7.0% | +11.6% | +2.3% |
| 7D | +13.3% | -1.5% | +14.8% | +13.5% |
| 30D | +14.8% | +9.6% | +5.1% | +19.1% |
| 3M | +11.9% | +8.5% | +3.5% | +15.9% |
| 6M | +42.4% | -5.8% | +48.2% | +42.2% |
| YTD | +87.4% | -25.4% | +112.8% | +76.2% |
| 1Y | +97.2% | -28.8% | +126.1% | +83.4% |
| 3Y | +375.7% | -80.9% | +456.6% | +200.5% |
| All | +375.7% | -80.3% | +456.0% | +200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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