+652.2%
RGTI vs SGI
+51.7%
+600.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | -0.1% |
| 7D | +0.5% | -4.5% | +4.9% | +4.2% |
| 30D | -17.1% | +4.2% | -21.3% | -20.2% |
| 3M | -26.0% | -7.4% | -18.5% | -22.4% |
| 6M | -9.9% | -15.1% | +5.2% | +1.2% |
| YTD | -31.1% | -24.7% | -6.4% | -15.4% |
| 1Y | -8.5% | -21.8% | +13.2% | +5.2% |
| 3Y | +652.2% | +50.0% | +602.2% | +381.0% |
| All | +652.2% | +51.7% | +600.5% | +381.0% |
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