+73.2%
SPY vs ROIV
+413.4%
-340.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.1% | 0.0% |
| 7D | +3.3% | +9.2% | -5.9% | +2.5% |
| 30D | -2.7% | +19.9% | -22.6% | -4.2% |
| 3M | -1.7% | +10.6% | -12.3% | -2.9% |
| 6M | +3.1% | +36.1% | -33.0% | -0.1% |
| YTD | +11.9% | +84.3% | -72.4% | +5.4% |
| 1Y | +12.0% | +87.6% | -75.6% | +5.3% |
| 3Y | +78.2% | +353.9% | -275.7% | +55.1% |
| 5Y | +73.2% | +376.1% | -302.8% | +37.5% |
| All | +73.2% | +413.4% | -340.1% | +37.5% |
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