+183.3%
ROIV vs SARO
-10.7%
+193.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.9% |
| 7D | +16.9% | -3.1% | +20.0% | +18.1% |
| 30D | +12.9% | -12.2% | +25.1% | +18.2% |
| 3M | +37.3% | -7.4% | +44.7% | +39.2% |
| 6M | +38.0% | -15.3% | +53.3% | +43.7% |
| YTD | +88.1% | -16.2% | +104.3% | +98.0% |
| 1Y | +183.3% | -12.1% | +195.4% | +196.3% |
| All | +183.3% | -10.7% | +193.9% | +196.3% |
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