+53.9%
RGTI vs SAP
+62.4%
-8.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -2.8% |
| 7D | +2.5% | -0.3% | +2.8% | +2.6% |
| 30D | -13.7% | +0.3% | -13.9% | -14.0% |
| 3M | -22.6% | +16.9% | -39.5% | -32.3% |
| 6M | -13.4% | +6.3% | -19.7% | -19.3% |
| YTD | -31.2% | -12.4% | -18.8% | -26.1% |
| 1Y | -7.6% | -21.6% | +14.0% | +10.0% |
| 3Y | +669.7% | +54.8% | +614.9% | +441.3% |
| 5Y | +57.0% | +56.2% | +0.9% | -8.3% |
| All | +53.9% | +62.4% | -8.5% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling