+54.0%
SITM vs RGEN
+8.1%
+45.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.7% |
| 7D | +6.6% | -3.3% | +9.9% | +7.4% |
| 30D | -15.3% | -5.8% | -9.5% | -14.0% |
| 3M | -35.4% | +0.2% | -35.6% | -34.9% |
| 6M | -46.8% | +56.8% | -103.6% | -52.0% |
| YTD | +25.9% | +2.4% | +23.5% | +28.4% |
| 1Y | +54.0% | +11.4% | +42.6% | +46.4% |
| All | +54.0% | +8.1% | +45.9% | +46.4% |
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