+197.3%
ROIV vs SAN
+339.3%
-142.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +0.6% | +1.8% | -1.1% | +0.1% |
| 30D | +1.0% | +2.0% | -1.0% | +0.3% |
| 3M | +18.3% | +19.7% | -1.4% | +11.7% |
| 6M | +18.3% | +30.6% | -12.3% | +8.8% |
| YTD | +61.0% | +28.8% | +32.1% | +48.5% |
| 1Y | +177.9% | +57.8% | +120.1% | +144.7% |
| All | +197.3% | +339.3% | -142.0% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling