+220.1%
RIO vs SITM
+4,789.7%
-4,569.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -5.0% | -0.1% |
| 7D | -3.2% | +3.9% | -7.1% | -3.7% |
| 30D | +0.9% | -6.6% | +7.5% | +1.4% |
| 3M | -1.4% | -11.9% | +10.4% | -1.3% |
| 6M | +10.9% | +81.1% | -70.2% | +0.6% |
| YTD | +31.2% | +80.0% | -48.8% | +18.2% |
| 1Y | +67.9% | +145.8% | -77.9% | +43.9% |
| 3Y | +88.8% | +475.9% | -387.1% | +36.2% |
| 5Y | +93.1% | +189.2% | -96.1% | +40.2% |
| All | +220.1% | +4,789.7% | -4,569.6% | +43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling