+162.0%
RGT vs SPY
+318.9%
-156.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.9% |
| 7D | -5.3% | -2.0% | -3.3% | -3.7% |
| 30D | -6.1% | -1.7% | -4.5% | -4.8% |
| 3M | +2.3% | +4.7% | -2.5% | -1.6% |
| 6M | +4.0% | +12.5% | -8.5% | -5.6% |
| YTD | +10.3% | +11.7% | -1.4% | +0.7% |
| 1Y | +14.4% | +17.5% | -3.1% | +0.1% |
| 3Y | +70.8% | +76.6% | -5.8% | +6.1% |
| 5Y | +15.5% | +82.0% | -66.5% | -30.5% |
| All | +162.0% | +318.9% | -156.9% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling