+55.6%
RGTI vs STLA
-63.7%
+119.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.1% | -3.8% | +3.7% | +1.9% |
| 30D | -16.2% | -3.1% | -13.1% | -14.9% |
| 3M | -22.0% | -19.6% | -2.4% | -13.0% |
| 6M | -10.8% | -23.5% | +12.7% | +2.6% |
| YTD | -31.6% | -51.5% | +20.0% | -3.3% |
| 1Y | -6.4% | -39.7% | +33.3% | +11.2% |
| 3Y | +665.7% | -66.3% | +732.0% | +1,234.7% |
| All | +55.6% | -63.7% | +119.3% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 5y: compounded portfolio wealth divided by compounded STLA 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…
5y analysis · Full analysis span regression · 6 months rolling