+291.1%
ROIV vs SPY
+121.9%
+169.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +2.5% |
| 7D | +13.3% | +0.1% | +13.2% | +13.4% |
| 30D | +14.8% | -3.3% | +18.1% | +18.3% |
| 3M | +11.9% | -2.4% | +14.3% | +14.3% |
| 6M | +42.4% | +2.6% | +39.8% | +39.3% |
| YTD | +87.4% | +11.2% | +76.2% | +71.2% |
| 1Y | +97.2% | +13.4% | +83.8% | +77.2% |
| 3Y | +375.7% | +79.9% | +295.8% | +187.2% |
| 5Y | +379.0% | +72.2% | +306.8% | +176.2% |
| All | +291.1% | +121.9% | +169.1% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling