+20.2%
SGOV vs RGTI
+54.2%
-34.1%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | 0.0% | +0.5% | -0.4% | 0.0% |
| 30D | +0.3% | -17.1% | +17.4% | +0.3% |
| 3M | +0.9% | -26.0% | +26.9% | +0.9% |
| 6M | +1.8% | -9.9% | +11.7% | +1.8% |
| YTD | +2.5% | -31.1% | +33.6% | +2.5% |
| 1Y | +3.8% | -8.5% | +12.3% | +3.8% |
| 3Y | +14.4% | +652.2% | -637.8% | +14.4% |
| 5Y | +20.2% | +56.8% | -36.6% | +20.1% |
| All | +20.2% | +54.2% | -34.1% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling