+0.5%
RGTI vs SN
+46.4%
-45.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.5% |
| 7D | -2.5% | -9.3% | +6.8% | +0.7% |
| 30D | -9.4% | -4.8% | -4.6% | -7.9% |
| 3M | -37.1% | +40.4% | -77.5% | -44.7% |
| 6M | -14.4% | +50.9% | -65.4% | -29.0% |
| YTD | -31.4% | +54.9% | -86.3% | -43.3% |
| 1Y | +0.5% | +43.0% | -42.5% | +15.9% |
| All | +0.5% | +46.4% | -45.8% | +15.9% |
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