+44.5%
ROIV vs SPXS
-8.9%
+53.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +0.3% |
| 7D | +9.5% | +1.5% | +8.0% | +10.3% |
| 30D | +21.0% | +6.3% | +14.7% | +23.4% |
| 3M | +18.7% | +4.2% | +14.5% | +20.9% |
| 6M | +44.5% | -7.9% | +52.4% | +41.2% |
| All | +44.5% | -8.9% | +53.4% | +41.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling