+273.8%
ROIV vs SPYG
+117.4%
+156.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.5% |
| 7D | +5.3% | -3.6% | +9.0% | +8.1% |
| 30D | +11.9% | -11.2% | +23.1% | +21.3% |
| 3M | +10.7% | -8.1% | +18.8% | +17.1% |
| 6M | +34.9% | -3.3% | +38.2% | +37.5% |
| YTD | +79.2% | +5.5% | +73.6% | +72.1% |
| 1Y | +89.0% | +7.0% | +82.1% | +79.7% |
| 3Y | +337.3% | +89.5% | +247.9% | +174.9% |
| 5Y | +402.3% | +63.3% | +339.0% | +209.7% |
| All | +273.8% | +117.4% | +156.4% | +118.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling