+54.2%
RGTI vs SPMO
+177.7%
-123.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | -0.2% |
| 7D | +0.5% | -0.9% | +1.4% | +2.1% |
| 30D | -17.1% | -1.9% | -15.2% | -13.9% |
| 3M | -26.0% | -1.4% | -24.6% | -23.6% |
| 6M | -9.9% | +25.5% | -35.3% | -37.6% |
| YTD | -31.1% | +24.8% | -55.9% | -51.5% |
| 1Y | -8.5% | +24.5% | -33.0% | -33.7% |
| 3Y | +652.2% | +157.1% | +495.1% | +124.1% |
| 5Y | +56.8% | +149.5% | -92.7% | -53.8% |
| All | +54.2% | +177.7% | -123.5% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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