+92.3%
ROIV vs SAN
+12.6%
+79.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.4% |
| 7D | +1.7% | +4.0% | -2.3% | +0.2% |
| 30D | +17.6% | -7.8% | +25.4% | +21.1% |
| 3M | +9.0% | -16.4% | +25.3% | +16.4% |
| 6M | +35.3% | +3.5% | +31.8% | +29.8% |
| YTD | +82.2% | +6.7% | +75.5% | +74.6% |
| 1Y | +92.3% | +14.5% | +77.8% | +83.7% |
| All | +92.3% | +12.6% | +79.6% | +83.7% |
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