+235.9%
ROIV vs SAN
+440.2%
-204.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +0.6% | +1.8% | -1.1% | +0.2% |
| 30D | +1.0% | +2.0% | -1.0% | +0.3% |
| 3M | +18.3% | +19.7% | -1.4% | +12.6% |
| 6M | +18.3% | +30.6% | -12.3% | +10.1% |
| YTD | +61.0% | +28.8% | +32.1% | +50.1% |
| 1Y | +177.9% | +57.8% | +120.1% | +147.2% |
| 3Y | +199.1% | +338.1% | -139.1% | +108.2% |
| 5Y | +250.7% | +384.2% | -133.5% | +124.3% |
| All | +235.9% | +440.2% | -204.3% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling