+121.4%
SPYM vs ROIV
+287.3%
-165.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.6% | -2.3% | +2.0% |
| 7D | +0.1% | +13.3% | -13.2% | -0.9% |
| 30D | -3.3% | +14.8% | -18.1% | -4.4% |
| 3M | -2.4% | +11.9% | -14.3% | -3.5% |
| 6M | +2.6% | +42.4% | -39.8% | -0.6% |
| YTD | +11.3% | +87.4% | -76.1% | +5.3% |
| 1Y | +13.5% | +97.2% | -83.8% | +6.9% |
| 3Y | +80.3% | +375.7% | -295.4% | +58.7% |
| 5Y | +72.7% | +379.0% | -306.3% | +41.9% |
| All | +121.4% | +287.3% | -165.9% | +88.4% |
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 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