+1,157.9%
STX vs RGTI
+59.7%
+1,098.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.0% | +2.5% | +6.2% |
| 7D | +10.7% | +5.5% | +5.3% | +10.3% |
| 30D | +11.3% | -11.9% | +23.1% | +12.3% |
| 3M | +3.2% | -27.4% | +30.6% | +5.3% |
| 6M | +157.0% | -7.1% | +164.0% | +156.8% |
| YTD | +229.2% | -28.6% | +257.8% | +232.7% |
| 1Y | +381.8% | +4.4% | +377.5% | +372.6% |
| 3Y | +1,383.2% | +698.5% | +684.7% | +1,085.4% |
| 5Y | +1,144.9% | +64.2% | +1,080.7% | +1,032.0% |
| All | +1,157.9% | +59.7% | +1,098.3% | +1,005.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling