+646.8%
RGTI vs SAN
+342.3%
+304.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -0.1% | -2.8% | +2.7% | +2.1% |
| 30D | -16.2% | -0.5% | -15.7% | -15.8% |
| 3M | -22.0% | +22.7% | -44.8% | -33.0% |
| 6M | -10.8% | +28.8% | -39.6% | -26.1% |
| YTD | -31.6% | +26.3% | -57.8% | -43.1% |
| 1Y | -6.4% | +48.8% | -55.2% | -32.4% |
| All | +646.8% | +342.3% | +304.5% | +126.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling