+273.8%
ROIV vs SPY
+116.8%
+157.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +5.9% |
| 7D | +5.3% | -2.7% | +8.0% | +8.0% |
| 30D | +11.9% | -5.4% | +17.3% | +17.6% |
| 3M | +10.7% | -4.1% | +14.8% | +14.8% |
| 6M | +34.9% | +0.7% | +34.2% | +34.0% |
| YTD | +79.2% | +8.7% | +70.5% | +67.0% |
| 1Y | +89.0% | +10.9% | +78.1% | +73.1% |
| 3Y | +337.3% | +75.0% | +262.4% | +170.5% |
| 5Y | +402.3% | +67.8% | +334.5% | +195.6% |
| All | +273.8% | +116.8% | +157.0% | +107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling