+31.1%
RGTI vs SW
+6.2%
+25.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.2% | +10.2% | +10.4% |
| 7D | +21.6% | +1.8% | +19.8% | +21.0% |
| 30D | -7.5% | +7.0% | -14.5% | -9.5% |
| 3M | -27.6% | -7.6% | -20.0% | -26.0% |
| 6M | -31.5% | +8.5% | -40.0% | -33.4% |
| YTD | -41.4% | +17.7% | -59.1% | -44.9% |
| 1Y | -61.6% | +27.1% | -88.6% | -64.7% |
| 3Y | +1,136.2% | +48.2% | +1,088.0% | +998.3% |
| 5Y | +19.7% | -2.3% | +22.1% | +6.1% |
| All | +31.1% | +6.2% | +25.0% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling