+22.7%
RGTI vs SW
+6.6%
+16.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.5% |
| 7D | +9.6% | +2.2% | +7.4% | +8.9% |
| 30D | -13.4% | +7.4% | -20.8% | -15.4% |
| 3M | -31.2% | -5.9% | -25.2% | -30.0% |
| 6M | -35.9% | +9.0% | -44.8% | -37.8% |
| YTD | -45.1% | +18.1% | -63.3% | -48.5% |
| 1Y | -63.3% | +28.7% | -91.9% | -66.4% |
| 3Y | +1,152.6% | +48.8% | +1,103.8% | +1,011.5% |
| 5Y | +16.2% | +2.5% | +13.7% | +2.7% |
| All | +22.7% | +6.6% | +16.2% | +8.3% |
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