-4.6%
STM vs RGTI
-9.6%
+5.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.5% | +1.3% |
| 7D | +12.0% | -18.1% | +30.1% | +14.1% |
| 30D | -0.4% | -17.6% | +17.3% | +1.4% |
| 3M | -13.2% | -48.3% | +35.2% | -7.7% |
| 6M | -26.1% | -47.8% | +21.7% | -21.9% |
| YTD | +81.2% | -56.6% | +137.7% | +92.8% |
| 1Y | +98.3% | -61.8% | +160.1% | +112.2% |
| 3Y | +16.7% | +807.5% | -790.8% | -19.1% |
| All | -4.6% | -9.6% | +5.0% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling