-8.5%
RGTI vs SE
-45.5%
+37.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +1.3% |
| 7D | +0.5% | -5.2% | +5.7% | +3.0% |
| 30D | -17.1% | -17.1% | 0.0% | -9.8% |
| 3M | -26.0% | +24.0% | -50.0% | -34.7% |
| 6M | -9.9% | +21.0% | -30.8% | -20.1% |
| YTD | -31.1% | -16.7% | -14.3% | -22.6% |
| 1Y | -8.5% | -45.9% | +37.4% | +49.2% |
| All | -8.5% | -45.5% | +37.0% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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