+284.5%
ROIV vs SAN
+344.3%
-59.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -3.7% |
| 7D | +9.2% | +1.0% | +8.2% | +8.9% |
| 30D | +19.9% | -9.4% | +29.3% | +22.7% |
| 3M | +10.6% | -17.1% | +27.7% | +15.6% |
| 6M | +36.1% | +2.2% | +33.9% | +34.6% |
| YTD | +84.3% | +6.0% | +78.3% | +80.2% |
| 1Y | +87.6% | +12.7% | +74.9% | +80.7% |
| 3Y | +353.9% | +242.1% | +111.8% | +235.5% |
| 5Y | +376.1% | +293.6% | +82.5% | +217.9% |
| All | +284.5% | +344.3% | -59.8% | +155.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling