+56.8%
RGTI vs SE
-67.6%
+124.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +1.2% |
| 7D | +0.5% | -5.2% | +5.7% | +2.6% |
| 30D | -17.1% | -17.1% | 0.0% | -11.0% |
| 3M | -26.0% | +24.0% | -50.0% | -32.6% |
| 6M | -9.9% | +21.0% | -30.8% | -17.4% |
| YTD | -31.1% | -16.7% | -14.3% | -27.9% |
| 1Y | -8.5% | -45.9% | +37.4% | +12.8% |
| 3Y | +652.2% | +177.8% | +474.4% | +378.0% |
| All | +56.8% | -67.6% | +124.4% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling