+0.5%
RGTI vs SITM
+174.8%
-174.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | -2.2% |
| 7D | -2.5% | +9.7% | -12.2% | -5.8% |
| 30D | -9.4% | +12.7% | -22.1% | -14.4% |
| 3M | -37.1% | -13.4% | -23.7% | -34.9% |
| 6M | -14.4% | +59.6% | -74.0% | -27.0% |
| YTD | -31.4% | +73.3% | -104.7% | -44.6% |
| 1Y | +0.5% | +165.5% | -165.0% | -31.9% |
| All | +0.5% | +174.8% | -174.2% | -31.9% |
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