-31.5%
RIVN vs SITM
+452.7%
-484.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.7% | -1.3% |
| 7D | +1.8% | +3.9% | -2.0% | +0.9% |
| 30D | +0.6% | -6.6% | +7.2% | +1.5% |
| 3M | +3.2% | -11.9% | +15.0% | +3.5% |
| 6M | -3.7% | +81.1% | -84.9% | -20.7% |
| YTD | -18.7% | +80.0% | -98.6% | -34.3% |
| 1Y | +14.7% | +145.8% | -131.1% | -17.8% |
| 3Y | -31.5% | +475.9% | -507.4% | -69.0% |
| All | -31.5% | +452.7% | -484.2% | -69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling