+92.4%
ROIV vs SARO
-7.8%
+100.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.2% | +5.5% |
| 7D | +3.0% | +15.8% | -12.7% | -2.0% |
| 30D | +6.8% | +22.2% | -15.3% | -0.4% |
| 3M | +10.5% | -16.2% | +26.7% | +18.9% |
| 6M | +34.8% | +4.6% | +30.2% | +29.9% |
| YTD | +76.2% | -10.4% | +86.5% | +82.3% |
| 1Y | +92.4% | -6.5% | +98.9% | +98.0% |
| All | +92.4% | -7.8% | +100.2% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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