+113.9%
SOXX vs RGTI
-0.2%
+114.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +2.2% | -2.5% | +4.7% | +2.7% |
| 30D | -2.0% | -9.4% | +7.4% | -0.4% |
| 3M | -13.7% | -37.1% | +23.4% | -7.5% |
| 6M | +52.4% | -14.4% | +66.8% | +53.8% |
| YTD | +72.8% | -31.4% | +104.2% | +77.0% |
| 1Y | +113.9% | +0.5% | +113.4% | +128.5% |
| All | +113.9% | -0.2% | +114.1% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 1y: compounded portfolio wealth divided by compounded RGTI 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…
1y analysis · Full analysis span regression · 6 months rolling