+55.8%
SPGI vs ROIV
+280.9%
-225.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.1% | -1.1% |
| 7D | -0.8% | +9.2% | -10.0% | -1.4% |
| 30D | +14.3% | +19.9% | -5.6% | +12.9% |
| 3M | +14.5% | +10.6% | +3.9% | +13.5% |
| 6M | +17.3% | +36.1% | -18.8% | +14.3% |
| YTD | -4.6% | +84.3% | -88.9% | -9.3% |
| 1Y | +0.8% | +87.6% | -86.8% | -4.4% |
| 3Y | +28.8% | +353.9% | -325.1% | +14.1% |
| 5Y | +14.0% | +376.1% | -362.1% | -5.4% |
| All | +55.8% | +280.9% | -225.1% | +36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling