+54.2%
RGTI vs SBAC
-30.3%
+84.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.2% |
| 7D | +0.5% | -2.1% | +2.6% | +1.0% |
| 30D | -17.1% | +2.0% | -19.1% | -17.5% |
| 3M | -26.0% | -8.3% | -17.7% | -24.6% |
| 6M | -9.9% | +0.3% | -10.2% | -11.3% |
| YTD | -31.1% | -2.2% | -28.9% | -32.1% |
| 1Y | -8.5% | -4.6% | -3.9% | -9.2% |
| 3Y | +652.2% | -8.3% | +660.5% | +614.2% |
| 5Y | +56.8% | -42.8% | +99.6% | +73.7% |
| All | +54.2% | -30.3% | +84.5% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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