+53.9%
RGTI vs SAN
+417.1%
-363.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -2.8% |
| 7D | +2.5% | -0.5% | +3.0% | +2.8% |
| 30D | -13.7% | -0.1% | -13.6% | -13.6% |
| 3M | -22.6% | +19.6% | -42.2% | -30.3% |
| 6M | -13.4% | +32.7% | -46.1% | -26.7% |
| YTD | -31.2% | +26.7% | -57.9% | -40.4% |
| 1Y | -7.6% | +51.6% | -59.3% | -28.6% |
| 3Y | +669.7% | +348.7% | +321.0% | +234.7% |
| 5Y | +57.0% | +378.7% | -321.7% | -39.7% |
| All | +53.9% | +417.1% | -363.1% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling