+475.9%
SITM vs RGEN
+2.2%
+473.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | +3.9% | -1.4% | +5.3% | +4.4% |
| 30D | -6.6% | -0.3% | -6.3% | -6.8% |
| 3M | -11.9% | +23.9% | -35.8% | -20.9% |
| 6M | +81.1% | +38.5% | +42.6% | +53.0% |
| YTD | +80.0% | +0.8% | +79.2% | +74.2% |
| 1Y | +145.8% | +38.2% | +107.6% | +103.6% |
| 3Y | +475.9% | +1.3% | +474.6% | +451.3% |
| All | +475.9% | +2.2% | +473.7% | +451.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling