-15.7%
RMD vs SITM
+174.8%
-190.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.5% | -6.9% | -0.3% |
| 7D | -5.0% | +9.7% | -14.7% | -4.9% |
| 30D | +2.2% | +12.7% | -10.5% | +2.0% |
| 3M | +17.8% | -13.4% | +31.3% | +18.1% |
| 6M | -11.3% | +59.6% | -71.0% | -17.0% |
| YTD | -4.4% | +73.3% | -77.7% | -11.6% |
| 1Y | -15.7% | +165.5% | -181.3% | -26.4% |
| All | -15.7% | +174.8% | -190.5% | -26.4% |
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