+13.2%
SPGI vs ROIV
+369.5%
-356.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.6% |
| 7D | +2.6% | -2.4% | +4.9% | +2.7% |
| 30D | +19.3% | +3.1% | +16.2% | +19.0% |
| 3M | +15.5% | +5.8% | +9.6% | +14.8% |
| 6M | +18.3% | +29.3% | -11.0% | +15.6% |
| YTD | -3.8% | +68.8% | -72.5% | -8.0% |
| 1Y | +1.3% | +81.0% | -79.7% | -3.7% |
| 3Y | +33.6% | +294.6% | -261.0% | +19.3% |
| 5Y | +13.2% | +373.1% | -360.0% | -7.4% |
| All | +13.2% | +369.5% | -356.3% | -7.4% |
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