+53.9%
RGTI vs SPY
+96.8%
-42.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -2.6% |
| 7D | +2.5% | -0.4% | +2.8% | +3.3% |
| 30D | -13.7% | -1.4% | -12.3% | -10.6% |
| 3M | -22.6% | +3.7% | -26.3% | -27.1% |
| 6M | -13.4% | +13.0% | -26.4% | -29.9% |
| YTD | -31.2% | +12.4% | -43.6% | -43.1% |
| 1Y | -7.6% | +18.5% | -26.2% | -30.4% |
| 3Y | +669.7% | +77.6% | +592.1% | +216.4% |
| 5Y | +57.0% | +81.7% | -24.7% | -37.6% |
| All | +53.9% | +96.8% | -42.8% | -38.8% |
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