+89.0%
ROIV vs SAN
+16.7%
+72.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.4% | +7.0% |
| 7D | +5.3% | +4.9% | +0.4% | +3.3% |
| 30D | +11.9% | -13.0% | +24.9% | +17.9% |
| 3M | +10.7% | -18.9% | +29.6% | +19.7% |
| 6M | +34.9% | -4.1% | +39.1% | +33.4% |
| YTD | +79.2% | +2.6% | +76.6% | +72.6% |
| 1Y | +89.0% | +16.9% | +72.1% | +75.6% |
| All | +89.0% | +16.7% | +72.3% | +75.6% |
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