+53.9%
RGTI vs STT
+183.1%
-129.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +2.5% | +1.0% | +1.5% | +1.6% |
| 30D | -13.7% | +2.8% | -16.4% | -15.6% |
| 3M | -22.6% | +18.1% | -40.7% | -32.7% |
| 6M | -13.4% | +59.2% | -72.6% | -41.4% |
| YTD | -31.2% | +51.5% | -82.7% | -51.4% |
| 1Y | -7.6% | +75.7% | -83.3% | -41.8% |
| 3Y | +669.7% | +200.8% | +468.9% | +244.4% |
| 5Y | +57.0% | +155.8% | -98.7% | -27.2% |
| All | +53.9% | +183.1% | -129.1% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling