+79.0%
SPY vs ROIV
+384.4%
-305.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.1% |
| 7D | -0.9% | +9.5% | -10.4% | -2.3% |
| 30D | -2.4% | +21.0% | -23.3% | -5.2% |
| 3M | -1.2% | +18.7% | -19.9% | -4.2% |
| 6M | +3.3% | +44.5% | -41.2% | -3.6% |
| YTD | +12.3% | +92.9% | -80.6% | -1.2% |
| 1Y | +12.4% | +100.2% | -87.8% | -2.0% |
| All | +79.0% | +384.4% | -305.4% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling