+273.8%
ROIV vs SGI
+172.7%
+101.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.5% | +11.6% | +7.7% |
| 7D | +5.3% | +1.0% | +4.4% | +4.8% |
| 30D | +11.9% | +3.9% | +8.0% | +10.3% |
| 3M | +10.7% | -0.8% | +11.5% | +10.2% |
| 6M | +34.9% | -18.0% | +52.9% | +41.2% |
| YTD | +79.2% | -27.6% | +106.8% | +92.8% |
| 1Y | +89.0% | -27.2% | +116.2% | +102.7% |
| 3Y | +337.3% | +76.0% | +261.4% | +243.3% |
| 5Y | +402.3% | +50.0% | +352.4% | +244.6% |
| All | +273.8% | +172.7% | +101.1% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling