+166.5%
RGT vs SPY
+476.5%
-309.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -1.8% | +0.1% | -1.8% | -1.8% |
| 3M | +5.1% | +2.0% | +3.1% | +3.4% |
| 6M | +5.4% | +13.0% | -7.6% | -4.7% |
| YTD | +15.6% | +13.5% | +2.0% | +4.1% |
| 1Y | +21.7% | +20.0% | +1.7% | +4.7% |
| 3Y | +76.8% | +77.2% | -0.4% | +9.7% |
| 5Y | +20.1% | +81.9% | -61.7% | -27.5% |
| 10Y | +170.8% | +314.1% | -143.3% | -17.0% |
| All | +166.5% | +476.5% | -309.9% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling