+235.9%
ROIV vs SBAC
-26.7%
+262.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | +1.0% | +6.9% | -6.0% | -0.6% |
| 3M | +18.3% | -8.2% | +26.5% | +20.3% |
| 6M | +18.3% | -1.6% | +20.0% | +17.5% |
| YTD | +61.0% | -0.1% | +61.1% | +58.8% |
| 1Y | +177.9% | -0.5% | +178.3% | +174.3% |
| 3Y | +199.1% | -9.1% | +208.1% | +197.7% |
| 5Y | +250.7% | -43.8% | +294.5% | +299.7% |
| All | +235.9% | -26.7% | +262.6% | +270.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling