+376.1%
ROIV vs SBAC
-41.3%
+417.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -4.0% |
| 7D | +9.2% | -3.4% | +12.6% | +10.0% |
| 30D | +19.9% | +2.6% | +17.3% | +19.1% |
| 3M | +10.6% | +2.6% | +8.0% | +9.6% |
| 6M | +36.1% | -11.5% | +47.6% | +39.2% |
| YTD | +84.3% | -1.6% | +85.9% | +82.1% |
| 1Y | +87.6% | -5.1% | +92.7% | +87.2% |
| 3Y | +353.9% | -9.3% | +363.3% | +350.9% |
| 5Y | +376.1% | -41.0% | +417.1% | +506.4% |
| All | +376.1% | -41.3% | +417.4% | +506.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 5y: compounded portfolio wealth divided by compounded SBAC 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…
5y analysis · Full analysis span regression · 6 months rolling