+0.4%
SPGI vs ROIV
+87.6%
-87.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.1% |
| 7D | +1.2% | +1.7% | -0.4% | +1.3% |
| 30D | +15.9% | +17.6% | -1.7% | +16.1% |
| 3M | +12.3% | +9.0% | +3.3% | +12.6% |
| 6M | +23.7% | +35.3% | -11.6% | +22.8% |
| YTD | -3.5% | +82.2% | -85.7% | -2.9% |
| 1Y | +0.4% | +92.3% | -91.9% | -0.6% |
| All | +0.4% | +87.6% | -87.2% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling