+53.9%
RGTI vs SPG
+131.5%
-77.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -1.8% |
| 7D | +2.5% | -1.7% | +4.1% | +3.8% |
| 30D | -13.7% | -6.3% | -7.4% | -9.4% |
| 3M | -22.6% | -2.4% | -20.2% | -22.6% |
| 6M | -13.4% | +9.6% | -23.0% | -21.7% |
| YTD | -31.2% | +14.2% | -45.4% | -40.3% |
| 1Y | -7.6% | +19.3% | -26.9% | -23.4% |
| 3Y | +669.7% | +106.7% | +563.0% | +313.1% |
| 5Y | +57.0% | +104.2% | -47.2% | -15.9% |
| All | +53.9% | +131.5% | -77.6% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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