+376.1%
ROIV vs SGI
+45.7%
+330.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.5% | -3.5% |
| 7D | +9.2% | -10.7% | +19.9% | +13.1% |
| 30D | +19.9% | -3.6% | +23.5% | +20.9% |
| 3M | +10.6% | -5.4% | +16.0% | +11.6% |
| 6M | +36.1% | -7.0% | +43.1% | +37.5% |
| YTD | +84.3% | -31.6% | +115.9% | +104.1% |
| 1Y | +87.6% | -33.5% | +121.1% | +109.4% |
| 3Y | +353.9% | +66.5% | +287.4% | +240.9% |
| 5Y | +376.1% | +42.2% | +333.9% | +186.1% |
| All | +376.1% | +45.7% | +330.4% | +186.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling