+291.1%
ROIV vs SAN
+356.4%
-65.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.1% | -1.5% | +3.0% |
| 7D | +13.3% | +8.7% | +4.6% | +10.9% |
| 30D | +14.8% | -6.5% | +21.2% | +16.5% |
| 3M | +11.9% | -14.2% | +26.1% | +15.9% |
| 6M | +42.4% | +2.7% | +39.7% | +40.6% |
| YTD | +87.4% | +8.9% | +78.6% | +81.9% |
| 1Y | +97.2% | +23.4% | +73.9% | +86.0% |
| 3Y | +375.7% | +257.9% | +117.7% | +247.7% |
| 5Y | +379.0% | +297.8% | +81.3% | +217.5% |
| All | +291.1% | +356.4% | -65.4% | +157.9% |
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