+411.6%
ROIV vs SPY
+67.4%
+344.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +5.9% |
| 7D | +5.3% | -2.7% | +8.0% | +8.2% |
| 30D | +11.9% | -5.4% | +17.3% | +18.0% |
| 3M | +10.7% | -4.1% | +14.8% | +15.1% |
| 6M | +34.9% | +0.7% | +34.2% | +33.9% |
| YTD | +79.2% | +8.7% | +70.5% | +65.8% |
| 1Y | +89.0% | +10.9% | +78.1% | +71.6% |
| 3Y | +337.3% | +75.0% | +262.4% | +154.8% |
| All | +411.6% | +67.4% | +344.2% | +180.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling