+56.8%
RGTI vs SFM
+213.6%
-156.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | +0.5% | -10.6% | +11.1% | +1.2% |
| 30D | -17.1% | -15.5% | -1.6% | -16.2% |
| 3M | -26.0% | -17.4% | -8.6% | -25.2% |
| 6M | -9.9% | -3.4% | -6.4% | -10.6% |
| YTD | -31.1% | -8.7% | -22.4% | -31.4% |
| 1Y | -8.5% | -47.2% | +38.7% | -3.2% |
| 3Y | +652.2% | +82.7% | +569.5% | +694.0% |
| All | +56.8% | +213.6% | -156.8% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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