+17.7%
STM vs RGTI
+56.1%
-38.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.3% |
| 3M | -28.2% | -22.0% | -6.2% | -26.6% |
| 6M | +52.0% | -10.8% | +62.7% | +52.3% |
| YTD | +96.4% | -31.6% | +127.9% | +100.2% |
| 1Y | +98.8% | -6.4% | +105.2% | +93.7% |
| 3Y | +18.3% | +665.7% | -647.4% | -17.8% |
| 5Y | +17.7% | +55.6% | -37.9% | -5.5% |
| All | +17.7% | +56.1% | -38.4% | -5.5% |
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 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