+652.2%
RGTI vs SMR
+44.5%
+607.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -15.7% | +16.4% | +7.5% |
| 7D | +0.5% | -11.2% | +11.7% | +4.3% |
| 30D | -17.1% | -10.2% | -6.9% | -14.5% |
| 3M | -26.0% | -10.0% | -16.0% | -23.3% |
| 6M | -9.9% | -30.5% | +20.6% | +4.4% |
| YTD | -31.1% | -39.2% | +8.2% | -15.7% |
| 1Y | -8.5% | -75.5% | +67.0% | +57.6% |
| 3Y | +652.2% | +45.4% | +606.8% | +599.9% |
| All | +652.2% | +44.5% | +607.8% | +599.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 3y: compounded portfolio wealth divided by compounded SMR 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…
3y analysis · Full analysis span regression · 6 months rolling