+56.8%
RGTI vs SAN
+385.2%
-328.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.5% | -0.8% |
| 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% | -33.6% |
| 6M | -9.9% | +33.2% | -43.1% | -24.6% |
| YTD | -31.1% | +29.1% | -60.2% | -41.6% |
| 1Y | -8.5% | +50.2% | -58.8% | -30.1% |
| 3Y | +652.2% | +351.0% | +301.2% | +204.2% |
| All | +56.8% | +385.2% | -328.4% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling