+174.0%
SITM vs RGEN
-44.2%
+218.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +4.8% | -2.9% | +7.7% | +6.3% |
| 30D | -9.7% | -0.1% | -9.7% | -10.1% |
| 3M | -9.3% | +25.9% | -35.3% | -21.9% |
| 6M | +69.5% | +35.2% | +34.3% | +38.6% |
| YTD | +70.5% | +0.5% | +70.0% | +62.2% |
| 1Y | +145.3% | +37.0% | +108.3% | +94.1% |
| 3Y | +432.8% | +2.0% | +430.8% | +356.7% |
| 5Y | +174.0% | -44.2% | +218.2% | +221.7% |
| All | +174.0% | -44.2% | +218.2% | +221.7% |
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