+3.1%
SGOV vs RGTI
-72.9%
+75.9%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -12.1% | +12.1% | 0.0% |
| 7D | -0.3% | -18.3% | +18.1% | -0.3% |
| 30D | 0.0% | -35.1% | +35.1% | 0.0% |
| 3M | +0.3% | -41.3% | +41.6% | +0.3% |
| 6M | +1.2% | -46.1% | +47.3% | +1.2% |
| YTD | +2.5% | -55.5% | +58.0% | +2.5% |
| 1Y | +3.1% | -73.6% | +76.7% | +3.1% |
| All | +3.1% | -72.9% | +75.9% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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