+33.0%
SPGI vs ROIV
+290.8%
-257.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.5% |
| 7D | +2.6% | -2.4% | +4.9% | +2.8% |
| 30D | +19.3% | +3.1% | +16.2% | +18.9% |
| 3M | +15.5% | +5.8% | +9.6% | +14.4% |
| 6M | +18.3% | +29.3% | -11.0% | +13.8% |
| YTD | -3.8% | +68.8% | -72.5% | -11.0% |
| 1Y | +1.3% | +81.0% | -79.7% | -7.7% |
| All | +33.0% | +290.8% | -257.8% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling