+20.2%
SGOV vs ROIV
+295.0%
-274.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +18.8% | -18.7% | 0.0% |
| 7D | +0.1% | +20.2% | -20.1% | +0.1% |
| 30D | +0.3% | +14.1% | -13.8% | +0.3% |
| 3M | +0.9% | +45.6% | -44.7% | +0.9% |
| 6M | +1.8% | +44.1% | -42.3% | +1.8% |
| YTD | +2.5% | +91.2% | -88.7% | +2.5% |
| 1Y | +3.8% | +221.3% | -217.5% | +3.8% |
| 3Y | +14.3% | +229.2% | -214.9% | +14.3% |
| 5Y | +20.1% | +316.5% | -296.3% | +20.1% |
| All | +20.2% | +295.0% | -274.9% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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