-2.1%
RGTI vs SW
-1.7%
-0.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.9% | -5.1% | -6.4% |
| 7D | +4.9% | -3.0% | +7.9% | +5.9% |
| 30D | -19.2% | +4.2% | -23.3% | -20.4% |
| 3M | -43.9% | -11.5% | -32.4% | -41.6% |
| 6M | -45.8% | +8.6% | -54.4% | -47.5% |
| YTD | -53.4% | +15.0% | -68.3% | -56.2% |
| 1Y | -63.5% | +25.7% | -89.2% | -66.8% |
| 3Y | +964.9% | +44.8% | +920.1% | +831.8% |
| 5Y | -2.1% | -1.7% | -0.3% | -15.5% |
| All | -2.1% | -1.7% | -0.3% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling