+209.7%
ROIV vs SARO
-20.0%
+229.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +0.6% | -0.8% | +1.4% | +0.9% |
| 30D | +1.0% | -20.0% | +20.9% | +8.0% |
| 3M | +18.3% | -2.9% | +21.2% | +18.5% |
| 6M | +18.3% | -17.7% | +36.0% | +23.8% |
| YTD | +61.0% | -13.5% | +74.5% | +66.3% |
| 1Y | +177.9% | -9.7% | +187.6% | +183.4% |
| All | +209.7% | -20.0% | +229.6% | +197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling