-68.1%
RGTI vs SAP
-5.6%
-62.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | +0.3% |
| 7D | -9.6% | +1.3% | -10.9% | -9.8% |
| 30D | -26.0% | +15.5% | -41.6% | -28.3% |
| 3M | -35.8% | +22.8% | -58.5% | -38.5% |
| 6M | -36.7% | +42.5% | -79.1% | -41.5% |
| YTD | -49.4% | +0.5% | -49.9% | -44.7% |
| 1Y | -68.1% | -5.9% | -62.2% | -59.8% |
| All | -68.1% | -5.6% | -62.5% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling