-69.7%
RAM vs SITM
-43.4%
-26.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -9.4% | -1.0% | -1.2% |
| 7D | -31.3% | -19.5% | -11.7% | -14.3% |
| 30D | -49.4% | -43.2% | -6.2% | -12.9% |
| 3M | -41.4% | -30.8% | -10.5% | -19.5% |
| All | -69.7% | -43.4% | -26.3% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 6mo: compounded portfolio wealth divided by compounded SITM 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…
6mo analysis · Full analysis span regression · Available span rolling