+646.8%
RGTI vs STT
+194.3%
+452.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.1% |
| 7D | -0.1% | -1.4% | +1.2% | +1.5% |
| 30D | -16.2% | +2.2% | -18.4% | -18.5% |
| 3M | -22.0% | +18.8% | -40.9% | -37.7% |
| 6M | -10.8% | +57.9% | -68.7% | -51.2% |
| YTD | -31.6% | +51.0% | -82.6% | -60.4% |
| 1Y | -6.4% | +77.1% | -83.5% | -56.2% |
| All | +646.8% | +194.3% | +452.5% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 3y: compounded portfolio wealth divided by compounded STT 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…
3y analysis · Full analysis span regression · 6 months rolling