-2.8%
RSG vs SITM
+86.5%
-89.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.3% |
| 7D | 0.0% | +3.7% | -3.7% | +0.3% |
| 30D | +3.7% | -14.5% | +18.2% | +2.7% |
| 3M | +6.2% | -10.6% | +16.7% | +6.2% |
| 6M | -2.8% | +65.5% | -68.3% | +0.6% |
| All | -2.8% | +86.5% | -89.3% | +0.6% |
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 · 6 months rolling