+302.4%
ROIV vs SBAC
-26.5%
+328.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +9.5% | -2.8% | +12.3% | +10.1% |
| 30D | +21.0% | +3.1% | +17.9% | +20.0% |
| 3M | +18.7% | +5.1% | +13.6% | +17.1% |
| 6M | +44.5% | -11.4% | +55.9% | +47.8% |
| YTD | +92.9% | +0.2% | +92.7% | +89.8% |
| 1Y | +100.2% | -3.9% | +104.2% | +99.2% |
| 3Y | +375.0% | -7.7% | +382.7% | +369.8% |
| 5Y | +435.2% | -39.7% | +474.9% | +504.2% |
| All | +302.4% | -26.5% | +328.9% | +343.1% |
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