+56.8%
RGTI vs STT
+156.7%
-100.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.3% |
| 7D | +0.5% | -0.4% | +0.9% | +0.8% |
| 30D | -17.1% | +1.7% | -18.8% | -18.4% |
| 3M | -26.0% | +17.9% | -43.9% | -36.3% |
| 6M | -9.9% | +55.3% | -65.1% | -39.4% |
| YTD | -31.1% | +52.7% | -83.7% | -52.9% |
| 1Y | -8.5% | +75.7% | -84.2% | -44.4% |
| 3Y | +652.2% | +197.9% | +454.3% | +214.9% |
| All | +56.8% | +156.7% | -100.0% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling