+145.8%
SITM vs RGEN
+38.7%
+107.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.5% |
| 7D | +3.9% | -1.4% | +5.3% | +4.1% |
| 30D | -6.6% | -0.3% | -6.3% | -6.5% |
| 3M | -11.9% | +23.9% | -35.8% | -15.8% |
| 6M | +81.1% | +38.5% | +42.6% | +64.9% |
| YTD | +80.0% | +0.8% | +79.2% | +79.3% |
| 1Y | +145.8% | +38.2% | +107.6% | +127.4% |
| All | +145.8% | +38.7% | +107.1% | +127.4% |
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