+53.1%
RGTI vs SSNC
+19.0%
+34.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | -0.1% | -6.7% | +6.6% | +5.9% |
| 30D | -16.2% | -0.8% | -15.4% | -16.0% |
| 3M | -22.0% | +16.1% | -38.1% | -34.5% |
| 6M | -10.8% | +7.9% | -18.7% | -20.0% |
| YTD | -31.6% | -8.7% | -22.9% | -27.3% |
| 1Y | -6.4% | -9.5% | +3.1% | -0.8% |
| 3Y | +665.7% | +47.7% | +618.0% | +431.7% |
| 5Y | +55.6% | +17.6% | +38.0% | +19.0% |
| All | +53.1% | +19.0% | +34.1% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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