+588.9%
RVMD vs SITM
+187.3%
+401.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | -0.9% |
| 7D | -3.0% | +3.9% | -6.8% | -3.8% |
| 30D | -0.7% | -6.6% | +5.9% | +0.2% |
| 3M | +36.5% | -11.9% | +48.4% | +37.1% |
| 6M | +104.6% | +81.1% | +23.5% | +70.3% |
| YTD | +155.8% | +80.0% | +75.9% | +110.1% |
| 1Y | +340.7% | +145.8% | +194.8% | +229.3% |
| 3Y | +519.9% | +475.9% | +44.0% | +235.3% |
| All | +588.9% | +187.3% | +401.6% | +293.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling