+3,319.5%
SITM vs RGEN
+94.9%
+3,224.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.9% |
| 7D | +6.6% | -3.3% | +9.9% | +8.6% |
| 30D | -15.3% | -5.8% | -9.5% | -12.1% |
| 3M | -35.4% | +0.2% | -35.6% | -36.2% |
| 6M | -46.8% | +56.8% | -103.6% | -60.2% |
| YTD | +25.9% | +2.4% | +23.5% | +17.1% |
| 1Y | +54.0% | +11.4% | +42.6% | +36.6% |
| 3Y | +315.6% | +15.2% | +300.4% | +228.9% |
| 5Y | +74.4% | -35.1% | +109.5% | +83.1% |
| All | +3,319.5% | +94.9% | +3,224.7% | +1,895.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling