+54.2%
RGTI vs SM
+161.8%
-107.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +0.5% | +4.6% | -4.1% | -0.5% |
| 30D | -17.1% | +18.2% | -35.3% | -20.2% |
| 3M | -26.0% | +22.5% | -48.5% | -30.3% |
| 6M | -9.9% | +50.6% | -60.4% | -21.6% |
| YTD | -31.1% | +108.1% | -139.2% | -45.8% |
| 1Y | -8.5% | +46.0% | -54.5% | -20.7% |
| 3Y | +652.2% | +2.9% | +649.3% | +576.7% |
| 5Y | +56.8% | +112.6% | -55.8% | +37.1% |
| All | +54.2% | +161.8% | -107.6% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling