+83.0%
SPOT vs ROIV
+287.3%
-204.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.4% |
| 7D | +2.5% | +13.3% | -10.8% | +0.9% |
| 30D | +15.1% | +14.8% | +0.4% | +13.0% |
| 3M | +24.8% | +11.9% | +12.9% | +22.3% |
| 6M | +45.8% | +42.4% | +3.4% | +37.4% |
| YTD | +4.9% | +87.4% | -82.5% | -5.6% |
| 1Y | -1.3% | +97.2% | -98.5% | -11.9% |
| 3Y | +257.7% | +375.7% | -118.0% | +177.7% |
| 5Y | +118.5% | +379.0% | -260.5% | +44.1% |
| All | +83.0% | +287.3% | -204.3% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling