+4,507.3%
SITM vs RNG
-59.2%
+4,566.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.2% | -0.5% |
| 7D | +8.4% | -0.8% | +9.2% | +8.5% |
| 30D | -17.4% | +11.4% | -28.8% | -21.4% |
| 3M | -9.8% | +72.1% | -81.9% | -30.8% |
| 6M | +83.0% | +67.9% | +15.0% | +36.6% |
| YTD | +69.6% | +144.3% | -74.8% | 0.0% |
| 1Y | +144.9% | +117.5% | +27.4% | +51.6% |
| 3Y | +429.9% | +123.9% | +306.0% | +208.7% |
| 5Y | +169.2% | -70.1% | +239.3% | +232.9% |
| All | +4,507.3% | -59.2% | +4,566.5% | +6,524.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling