+96.1%
STM vs RGTI
-6.1%
+102.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.5% |
| 7D | -1.1% | -0.1% | -0.9% | -1.1% |
| 30D | -7.8% | -16.2% | +8.4% | -5.0% |
| 3M | -28.2% | -22.0% | -6.2% | -25.7% |
| 6M | +52.0% | -10.8% | +62.7% | +53.7% |
| YTD | +96.4% | -31.6% | +127.9% | +101.1% |
| All | +96.1% | -6.1% | +102.2% | +111.7% |
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