+287.1%
SOXX vs RGTI
+54.2%
+232.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.0% |
| 3M | -10.2% | -26.0% | +15.8% | -7.9% |
| 6M | +54.2% | -9.9% | +64.1% | +54.2% |
| YTD | +75.2% | -31.1% | +106.3% | +78.2% |
| 1Y | +107.5% | -8.5% | +116.0% | +103.3% |
| 3Y | +226.8% | +652.2% | -425.5% | +129.9% |
| 5Y | +251.2% | +56.8% | +194.4% | +181.0% |
| All | +287.1% | +54.2% | +232.8% | +201.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling