+4,608.4%
SITM vs RGEN
+94.6%
+4,513.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.2% | +7.7% | +7.2% |
| 7D | +9.7% | -4.9% | +14.6% | +12.5% |
| 30D | +12.7% | +5.7% | +7.0% | +9.0% |
| 3M | -13.4% | +32.4% | -45.9% | -28.0% |
| 6M | +59.6% | +33.2% | +26.4% | +30.4% |
| YTD | +73.3% | +2.3% | +71.0% | +62.4% |
| 1Y | +165.5% | +39.0% | +126.6% | +105.4% |
| 3Y | +368.7% | -4.6% | +373.3% | +313.7% |
| 5Y | +172.5% | -42.7% | +215.2% | +209.3% |
| All | +4,608.4% | +94.6% | +4,513.8% | +2,667.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling