+445.6%
SITM vs RNG
+120.1%
+325.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.3% |
| 7D | +4.8% | -9.6% | +14.4% | +7.3% |
| 30D | -9.7% | +8.8% | -18.5% | -11.9% |
| 3M | -9.3% | +78.6% | -88.0% | -24.5% |
| 6M | +69.5% | +70.3% | -0.8% | +38.8% |
| YTD | +70.5% | +140.3% | -69.8% | +14.2% |
| 1Y | +145.3% | +126.6% | +18.6% | +67.7% |
| All | +445.6% | +120.1% | +325.5% | +254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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