+56.8%
RGTI vs SM
+108.4%
-51.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +0.5% | +4.6% | -4.1% | -0.6% |
| 30D | -17.1% | +18.2% | -35.3% | -20.7% |
| 3M | -26.0% | +22.5% | -48.5% | -31.0% |
| 6M | -9.9% | +50.6% | -60.4% | -23.4% |
| YTD | -31.1% | +108.1% | -139.2% | -47.9% |
| 1Y | -8.5% | +46.0% | -54.5% | -22.6% |
| 3Y | +652.2% | +2.9% | +649.3% | +564.3% |
| All | +56.8% | +108.4% | -51.6% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling