+270.7%
ROIV vs SARO
-21.9%
+292.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +22.3% | +0.6% | +21.7% | +22.0% |
| 30D | +16.9% | -14.5% | +31.4% | +22.4% |
| 3M | +43.9% | -5.3% | +49.2% | +45.2% |
| 6M | +41.6% | -15.3% | +56.9% | +46.9% |
| YTD | +92.7% | -15.6% | +108.2% | +100.3% |
| 1Y | +210.2% | -9.1% | +219.2% | +216.2% |
| All | +270.7% | -21.9% | +292.5% | +258.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling