+53.9%
RGTI vs SGI
+85.0%
-31.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -2.5% |
| 7D | +2.5% | +0.6% | +1.9% | +2.1% |
| 30D | -13.7% | +5.5% | -19.2% | -16.6% |
| 3M | -22.6% | -3.6% | -19.0% | -21.6% |
| 6M | -13.4% | -15.0% | +1.6% | -5.5% |
| YTD | -31.2% | -23.0% | -8.2% | -21.0% |
| 1Y | -7.6% | -18.4% | +10.8% | +0.6% |
| 3Y | +669.7% | +57.8% | +611.9% | +494.0% |
| 5Y | +57.0% | +51.5% | +5.6% | 0.0% |
| All | +53.9% | +85.0% | -31.1% | -1.8% |
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