+94.6%
ROIV vs SAN
+22.7%
+71.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +14.3% | +10.8% | +3.5% | +9.7% |
| 30D | +16.2% | -5.7% | +22.0% | +18.6% |
| 3M | +15.1% | -13.4% | +28.6% | +21.3% |
| 6M | +44.2% | +3.5% | +40.7% | +38.3% |
| YTD | +89.8% | +9.7% | +80.1% | +78.7% |
| 1Y | +94.6% | +20.9% | +73.7% | +80.0% |
| All | +94.6% | +22.7% | +71.9% | +80.0% |
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