+18.7%
RGTI vs SW
+5.9%
+12.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.3% | -0.9% | +20.2% | +19.6% |
| 7D | +4.4% | +2.3% | +2.1% | +3.7% |
| 30D | -19.5% | +6.8% | -26.2% | -21.2% |
| 3M | -28.9% | -5.2% | -23.7% | -27.8% |
| 6M | -41.5% | +7.4% | -48.9% | -43.0% |
| YTD | -47.0% | +17.4% | -64.4% | -50.1% |
| 1Y | -65.8% | +27.1% | -92.9% | -68.6% |
| 3Y | +1,029.8% | +47.9% | +981.9% | +904.4% |
| 5Y | +9.3% | -2.6% | +11.9% | -3.1% |
| All | +18.7% | +5.9% | +12.8% | +5.0% |
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