+12.5%
RIVN vs SITM
+47.5%
-35.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -9.4% | +15.1% | +6.4% |
| 7D | +20.5% | -19.5% | +40.0% | +22.3% |
| 30D | -3.7% | -43.2% | +39.5% | +0.5% |
| 3M | -10.8% | -30.8% | +20.0% | -9.0% |
| 6M | -3.1% | -28.6% | +25.5% | -1.2% |
| YTD | -28.7% | +14.2% | -42.8% | -28.5% |
| 1Y | +12.5% | +44.4% | -31.9% | +13.3% |
| All | +12.5% | +47.5% | -35.0% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling