+44.4%
SITM vs RGEN
+19.5%
+24.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | 0.0% | -9.3% | -9.3% |
| 7D | -19.5% | -3.5% | -16.0% | -19.1% |
| 30D | -43.2% | -6.0% | -37.2% | -42.7% |
| 3M | -30.8% | +19.0% | -49.8% | -32.0% |
| 6M | -28.6% | +50.7% | -79.3% | -33.8% |
| YTD | +14.2% | +8.8% | +5.4% | +12.3% |
| 1Y | +44.4% | +21.3% | +23.1% | +36.3% |
| All | +44.4% | +19.5% | +24.8% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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