+273.8%
ROIV vs SAN
+330.1%
-56.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.4% | +6.7% |
| 7D | +5.3% | +4.9% | +0.4% | +4.0% |
| 30D | +11.9% | -13.0% | +24.9% | +15.7% |
| 3M | +10.7% | -18.9% | +29.6% | +16.3% |
| 6M | +34.9% | -4.1% | +39.1% | +35.5% |
| YTD | +79.2% | +2.6% | +76.6% | +76.6% |
| 1Y | +89.0% | +16.9% | +72.1% | +80.8% |
| 3Y | +337.3% | +239.1% | +98.3% | +224.1% |
| 5Y | +402.3% | +266.8% | +135.5% | +237.9% |
| All | +273.8% | +330.1% | -56.2% | +150.3% |
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