+71.5%
SITM vs RGEN
-35.5%
+106.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.9% |
| 7D | +6.6% | -3.3% | +9.9% | +8.4% |
| 30D | -15.3% | -5.8% | -9.5% | -12.3% |
| 3M | -35.4% | +0.2% | -35.6% | -36.1% |
| 6M | -46.8% | +56.8% | -103.6% | -59.6% |
| YTD | +25.9% | +2.4% | +23.5% | +18.0% |
| 1Y | +54.0% | +11.4% | +42.6% | +37.9% |
| 3Y | +315.6% | +15.2% | +300.4% | +233.6% |
| All | +71.5% | -35.5% | +106.9% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling