+185.2%
SITM vs RNG
-68.4%
+253.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +3.9% | -6.1% | +9.9% | +6.4% |
| 30D | -6.6% | +9.6% | -16.2% | -10.6% |
| 3M | -11.9% | +83.3% | -95.2% | -34.6% |
| 6M | +81.1% | +77.9% | +3.2% | +30.4% |
| YTD | +80.0% | +139.9% | -59.9% | +4.4% |
| 1Y | +145.8% | +121.7% | +24.2% | +47.2% |
| 3Y | +475.9% | +121.9% | +354.0% | +225.3% |
| All | +185.2% | -68.4% | +253.6% | +262.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling