+92.4%
ROIV vs SAN
+23.5%
+68.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.4% | -0.4% | +3.5% |
| 7D | +3.0% | +4.5% | -1.5% | +1.2% |
| 30D | +6.8% | -12.1% | +18.9% | +12.3% |
| 3M | +10.5% | -15.6% | +26.1% | +17.6% |
| 6M | +34.8% | +5.8% | +29.0% | +28.0% |
| YTD | +76.2% | +5.5% | +70.7% | +67.7% |
| 1Y | +92.4% | +23.6% | +68.8% | +74.8% |
| All | +92.4% | +23.5% | +68.9% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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