-79.5%
RAM vs SITM
-50.2%
-29.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -12.0% | -20.5% | -19.9% |
| 7D | -49.5% | -27.3% | -22.2% | -27.3% |
| 30D | -63.2% | -50.1% | -13.2% | -24.9% |
| 3M | -58.5% | -34.6% | -23.8% | -40.4% |
| All | -79.5% | -50.2% | -29.4% | -52.7% |
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