+252.1%
ROIV vs SGI
+188.4%
+63.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.8% | -1.4% | -3.4% |
| 7D | -2.4% | +5.3% | -7.7% | -3.9% |
| 30D | +3.1% | +8.2% | -5.1% | +0.6% |
| 3M | +5.8% | -2.2% | +8.0% | +5.9% |
| 6M | +29.3% | -8.4% | +37.7% | +31.2% |
| YTD | +68.8% | -23.4% | +92.2% | +78.9% |
| 1Y | +81.0% | -14.0% | +95.0% | +84.5% |
| 3Y | +294.6% | +78.8% | +215.8% | +209.3% |
| 5Y | +373.1% | +58.6% | +314.5% | +219.9% |
| All | +252.1% | +188.4% | +63.7% | +136.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling