+20.2%
RGT vs SPY
+74.0%
-53.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.9% |
| 7D | +5.3% | +3.3% | +2.0% | +2.5% |
| 30D | +7.8% | -2.7% | +10.5% | +10.2% |
| 3M | -0.6% | -1.7% | +1.2% | +0.8% |
| 6M | +6.3% | +3.1% | +3.2% | +3.5% |
| YTD | +16.6% | +11.9% | +4.7% | +6.1% |
| 1Y | +23.9% | +12.0% | +11.9% | +12.5% |
| 3Y | +94.5% | +78.2% | +16.3% | +18.1% |
| 5Y | +20.2% | +73.2% | -53.1% | -27.2% |
| All | +20.2% | +74.0% | -53.9% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling