+229.2%
ROIV vs SPYG
+100.8%
+128.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.5% | +19.2% | +19.1% |
| 7D | +20.2% | +1.2% | +19.0% | +19.2% |
| 30D | +14.1% | -1.6% | +15.7% | +15.2% |
| 3M | +45.6% | +3.4% | +42.2% | +42.2% |
| 6M | +44.1% | +18.9% | +25.2% | +28.5% |
| YTD | +91.2% | +13.8% | +77.4% | +75.2% |
| 1Y | +221.3% | +20.6% | +200.7% | +183.5% |
| 3Y | +229.2% | +100.5% | +128.7% | +106.1% |
| All | +229.2% | +100.8% | +128.4% | +106.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling