+63.0%
SPOT vs ROIV
+232.7%
-169.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.4% |
| 7D | -0.9% | +0.6% | -1.6% | -1.0% |
| 30D | +12.5% | +1.0% | +11.5% | +12.2% |
| 3M | +9.9% | +18.3% | -8.4% | +7.0% |
| 6M | +1.6% | +18.3% | -16.8% | -1.6% |
| YTD | -6.6% | +61.0% | -67.6% | -13.9% |
| 1Y | -22.9% | +177.9% | -200.8% | -34.8% |
| 3Y | +244.3% | +199.1% | +45.2% | +182.6% |
| 5Y | +117.8% | +250.7% | -132.9% | +55.7% |
| All | +63.0% | +232.7% | -169.7% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling