-68.1%
RGTI vs SN
+156.5%
-224.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | -0.5% |
| 7D | -9.6% | +10.6% | -20.2% | -13.4% |
| 30D | -26.0% | +20.0% | -46.0% | -31.5% |
| 3M | -35.8% | +30.4% | -66.1% | -42.8% |
| 6M | -36.7% | +91.0% | -127.7% | -54.3% |
| YTD | -49.4% | +95.9% | -145.3% | -65.2% |
| 1Y | -68.1% | +158.9% | -227.0% | -79.9% |
| All | -68.1% | +156.5% | -224.6% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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