+513.3%
RGTI vs SN
+447.8%
+65.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.3% |
| 7D | +0.5% | -7.3% | +7.7% | +4.2% |
| 30D | -17.1% | -13.6% | -3.5% | -11.1% |
| 3M | -26.0% | +18.6% | -44.6% | -33.1% |
| 6M | -9.9% | +46.0% | -55.8% | -27.1% |
| YTD | -31.1% | +43.7% | -74.8% | -44.2% |
| 1Y | -8.5% | +39.2% | -47.7% | -25.6% |
| 3Y | +652.2% | +306.5% | +345.7% | +412.8% |
| All | +513.3% | +447.8% | +65.4% | +313.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling