+362.4%
ROIV vs SGI
+72.0%
+290.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +9.5% | -10.5% | +20.0% | +12.2% |
| 30D | +21.0% | +0.1% | +20.8% | +20.6% |
| 3M | +18.7% | -4.0% | +22.7% | +19.2% |
| 6M | +44.5% | -5.6% | +50.1% | +45.0% |
| YTD | +92.9% | -29.5% | +122.4% | +104.9% |
| 1Y | +100.2% | -31.5% | +131.8% | +114.1% |
| All | +362.4% | +72.0% | +290.5% | +264.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling