+54.2%
RGTI vs SAN
+426.9%
-372.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.5% | -0.7% |
| 7D | +0.5% | +0.2% | +0.3% | +0.3% |
| 30D | -17.1% | +0.9% | -18.0% | -17.6% |
| 3M | -26.0% | +19.1% | -45.1% | -33.2% |
| 6M | -9.9% | +33.2% | -43.1% | -23.8% |
| YTD | -31.1% | +29.1% | -60.2% | -41.0% |
| 1Y | -8.5% | +50.2% | -58.8% | -28.9% |
| 3Y | +652.2% | +351.0% | +301.2% | +225.2% |
| 5Y | +56.8% | +394.7% | -337.9% | -40.5% |
| All | +54.2% | +426.9% | -372.7% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling