+226.8%
SOXX vs RGTI
+671.2%
-444.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.8% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | -3.6% | -17.1% | +13.5% | -1.9% |
| 3M | -10.2% | -26.0% | +15.8% | -7.8% |
| 6M | +54.2% | -9.9% | +64.1% | +54.3% |
| YTD | +75.2% | -31.1% | +106.3% | +78.2% |
| 1Y | +107.5% | -8.5% | +116.0% | +103.8% |
| 3Y | +226.8% | +652.2% | -425.5% | +133.8% |
| All | +226.8% | +671.2% | -444.4% | +133.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling