+53.5%
RGTI vs SW
+10.1%
+43.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.2% |
| 7D | -2.5% | -5.1% | +2.6% | -1.0% |
| 30D | -9.4% | -4.6% | -4.8% | -8.1% |
| 3M | -37.1% | +9.4% | -46.5% | -39.0% |
| 6M | -14.4% | +3.5% | -17.9% | -15.9% |
| YTD | -31.4% | +22.0% | -53.4% | -36.1% |
| 1Y | +0.5% | +2.2% | -1.7% | -2.5% |
| 3Y | +726.1% | +19.6% | +706.5% | +660.9% |
| 5Y | +56.2% | -2.3% | +58.6% | +37.0% |
| All | +53.5% | +10.1% | +43.4% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling