+179.2%
RSG vs SITM
+4,789.7%
-4,610.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.8% | +0.6% |
| 7D | 0.0% | +3.9% | -3.8% | -0.1% |
| 30D | +4.0% | -6.6% | +10.5% | +4.1% |
| 3M | +7.4% | -11.9% | +19.2% | +7.4% |
| 6M | +0.1% | +81.1% | -81.0% | -3.5% |
| YTD | +6.0% | +80.0% | -74.0% | +1.9% |
| 1Y | -3.0% | +145.8% | -148.8% | -8.7% |
| 3Y | +56.5% | +475.9% | -419.4% | +35.7% |
| 5Y | +90.9% | +189.2% | -98.3% | +65.8% |
| All | +179.2% | +4,789.7% | -4,610.5% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling