+54.2%
RGTI vs SCHG
+106.7%
-52.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | -0.8% |
| 7D | +0.5% | -1.0% | +1.5% | +2.3% |
| 30D | -17.1% | -1.3% | -15.8% | -15.0% |
| 3M | -26.0% | +5.4% | -31.4% | -31.5% |
| 6M | -9.9% | +14.4% | -24.3% | -25.3% |
| YTD | -31.1% | +8.0% | -39.1% | -36.5% |
| 1Y | -8.5% | +12.7% | -21.2% | -20.1% |
| 3Y | +652.2% | +85.6% | +566.6% | +258.6% |
| 5Y | +56.8% | +85.5% | -28.7% | -29.4% |
| All | +54.2% | +106.7% | -52.5% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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