+19.4%
SPYM vs ROIV
+221.6%
-202.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +18.8% | -19.3% | -2.0% |
| 7D | +0.6% | +20.2% | -19.6% | -1.0% |
| 30D | -0.9% | +14.1% | -15.1% | -2.0% |
| 3M | +3.9% | +45.6% | -41.7% | +0.2% |
| 6M | +14.5% | +44.1% | -29.6% | +10.3% |
| YTD | +13.0% | +91.2% | -78.2% | +6.4% |
| 1Y | +19.4% | +221.3% | -201.9% | +10.6% |
| All | +19.4% | +221.6% | -202.1% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling