+58.8%
SPOT vs ROIV
+295.0%
-236.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +18.8% | -21.3% | -4.9% |
| 7D | -2.9% | +20.2% | -23.0% | -5.4% |
| 30D | +8.3% | +14.1% | -5.8% | +6.1% |
| 3M | +5.1% | +45.6% | -40.5% | -0.6% |
| 6M | -6.5% | +44.1% | -50.6% | -11.9% |
| YTD | -9.0% | +91.2% | -100.1% | -18.1% |
| 1Y | -26.4% | +221.3% | -247.7% | -39.0% |
| 3Y | +240.0% | +229.2% | +10.8% | +175.6% |
| 5Y | +111.7% | +316.5% | -204.7% | +47.6% |
| All | +58.8% | +295.0% | -236.2% | +12.6% |
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 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