+53.9%
RGTI vs SM
+161.0%
-107.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.7% |
| 7D | +2.5% | -0.2% | +2.7% | +2.5% |
| 30D | -13.7% | +20.3% | -33.9% | -17.2% |
| 3M | -22.6% | +22.9% | -45.5% | -27.3% |
| 6M | -13.4% | +47.8% | -61.2% | -24.4% |
| YTD | -31.2% | +107.5% | -138.7% | -45.8% |
| 1Y | -7.6% | +51.7% | -59.4% | -20.9% |
| 3Y | +669.7% | -0.9% | +670.5% | +598.5% |
| 5Y | +57.0% | +112.2% | -55.2% | +37.5% |
| All | +53.9% | +161.0% | -107.1% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling