+31.7%
SPGI vs ROIV
+314.9%
-283.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.1% | -1.5% |
| 7D | +0.3% | +5.3% | -5.1% | -0.2% |
| 30D | +18.4% | +11.9% | +6.5% | +17.1% |
| 3M | +15.7% | +10.7% | +5.0% | +14.2% |
| 6M | +17.3% | +34.9% | -17.6% | +12.4% |
| YTD | -4.7% | +79.2% | -83.9% | -12.4% |
| 1Y | +1.8% | +89.0% | -87.2% | -7.5% |
| 3Y | +31.7% | +337.3% | -305.6% | +0.6% |
| All | +31.7% | +314.9% | -283.2% | +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 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