+54.2%
RGTI vs SAP
+60.3%
-6.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +0.5% | -4.1% | +4.5% | +3.3% |
| 30D | -17.1% | +1.1% | -18.2% | -17.9% |
| 3M | -26.0% | +26.1% | -52.1% | -38.8% |
| 6M | -9.9% | +9.8% | -19.7% | -18.4% |
| YTD | -31.1% | -13.6% | -17.5% | -25.3% |
| 1Y | -8.5% | -18.7% | +10.2% | +5.3% |
| 3Y | +652.2% | +54.1% | +598.1% | +430.4% |
| 5Y | +56.8% | +54.7% | +2.0% | -7.6% |
| All | +54.2% | +60.3% | -6.0% | -9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling