+98.3%
STM vs RGTI
-64.4%
+162.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.5% | +2.4% |
| 7D | +12.0% | -18.1% | +30.1% | +17.6% |
| 30D | -0.4% | -17.6% | +17.3% | +4.2% |
| 3M | -13.2% | -48.3% | +35.2% | +1.4% |
| 6M | -26.1% | -47.8% | +21.7% | -14.5% |
| YTD | +81.2% | -56.6% | +137.7% | +108.0% |
| 1Y | +98.3% | -61.8% | +160.1% | +128.5% |
| All | +98.3% | -64.4% | +162.7% | +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