+284.5%
ROIV vs SPYG
+124.5%
+160.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.2% | -4.3% |
| 7D | +9.2% | +4.2% | +5.0% | +6.2% |
| 30D | +19.9% | -7.4% | +27.3% | +26.4% |
| 3M | +10.6% | -5.3% | +15.9% | +14.6% |
| 6M | +36.1% | -1.2% | +37.2% | +36.7% |
| YTD | +84.3% | +9.0% | +75.3% | +73.2% |
| 1Y | +87.6% | +8.8% | +78.8% | +76.2% |
| 3Y | +353.9% | +92.8% | +261.1% | +182.1% |
| 5Y | +376.1% | +69.3% | +306.8% | +187.2% |
| All | +284.5% | +124.5% | +160.0% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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