+54.2%
RGTI vs SPXS
-89.3%
+143.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | -1.1% |
| 7D | +0.5% | +2.5% | -2.0% | +2.4% |
| 30D | -17.1% | +4.2% | -21.3% | -14.0% |
| 3M | -26.0% | -9.3% | -16.7% | -28.6% |
| 6M | -9.9% | -30.7% | +20.8% | -24.1% |
| YTD | -31.1% | -28.1% | -3.0% | -39.1% |
| 1Y | -8.5% | -35.1% | +26.6% | -22.1% |
| 3Y | +652.2% | -79.6% | +731.8% | +331.8% |
| 5Y | +56.8% | -86.3% | +143.0% | -7.2% |
| All | +54.2% | -89.3% | +143.5% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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