-69.9%
RGTI vs SITM
+44.3%
-114.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.4% | +10.5% | +4.1% |
| 7D | -9.6% | -19.5% | +9.9% | -3.3% |
| 30D | -26.0% | -43.2% | +17.2% | -12.0% |
| 3M | -35.8% | -30.8% | -4.9% | -28.9% |
| 6M | -36.7% | -28.6% | -8.1% | -28.4% |
| YTD | -49.4% | +14.2% | -63.6% | -48.1% |
| All | -69.9% | +44.3% | -114.2% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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