+96.5%
STM vs RGTI
-69.7%
+166.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.1% | -7.2% | -6.3% |
| 7D | -6.0% | -9.6% | +3.6% | -3.6% |
| 30D | -20.9% | -26.0% | +5.1% | -14.9% |
| 3M | -15.8% | -35.8% | +20.0% | -6.7% |
| 6M | -17.0% | -36.7% | +19.6% | -8.2% |
| YTD | +76.8% | -49.4% | +126.2% | +95.8% |
| 1Y | +96.5% | -68.1% | +164.6% | +132.3% |
| All | +96.5% | -69.7% | +166.2% | +132.3% |
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