-68.1%
RGTI vs SGI
-10.7%
-57.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.8% | -5.7% | -2.0% |
| 7D | -9.6% | +12.1% | -21.7% | -14.7% |
| 30D | -26.0% | +12.1% | -38.1% | -30.2% |
| 3M | -35.8% | +0.4% | -36.2% | -36.2% |
| 6M | -36.7% | -4.0% | -32.7% | -36.2% |
| YTD | -49.4% | -21.2% | -28.1% | -47.0% |
| 1Y | -68.1% | -12.1% | -56.1% | -65.1% |
| All | -68.1% | -10.7% | -57.4% | -65.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling