+302.0%
ROIV vs SPYG
+133.6%
+168.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | +22.3% | +0.3% | +22.0% | +22.0% |
| 30D | +16.9% | -1.7% | +18.5% | +18.1% |
| 3M | +43.9% | +3.6% | +40.3% | +40.1% |
| 6M | +41.6% | +16.6% | +25.0% | +27.0% |
| YTD | +92.7% | +13.4% | +79.3% | +76.4% |
| 1Y | +210.2% | +19.6% | +190.6% | +172.9% |
| 3Y | +231.8% | +99.8% | +132.1% | +101.2% |
| 5Y | +319.8% | +85.0% | +234.8% | +146.7% |
| All | +302.0% | +133.6% | +168.5% | +123.9% |
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