+9.5%
SPGI vs ROIV
+250.7%
-241.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.7% |
| 7D | +0.1% | +0.6% | -0.5% | +0.1% |
| 30D | +8.4% | +1.0% | +7.5% | +8.3% |
| 3M | +11.8% | +18.3% | -6.5% | +10.3% |
| 6M | +5.7% | +18.3% | -12.6% | +4.1% |
| YTD | -9.7% | +61.0% | -70.6% | -13.1% |
| 1Y | -12.5% | +177.9% | -190.3% | -19.2% |
| 3Y | +21.8% | +199.1% | -177.2% | +10.7% |
| All | +9.5% | +250.7% | -241.2% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling