+76.7%
RGT vs SPY
+76.5%
+0.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.1% |
| 7D | -1.5% | -0.4% | -1.2% | -1.2% |
| 30D | -3.4% | -1.4% | -2.0% | -2.3% |
| 3M | +5.8% | +3.7% | +2.1% | +2.8% |
| 6M | +7.4% | +13.0% | -5.6% | -2.4% |
| YTD | +14.1% | +12.4% | +1.7% | +4.1% |
| 1Y | +18.5% | +18.5% | 0.0% | +3.8% |
| All | +76.7% | +76.5% | +0.1% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling