+44.4%
SITM vs RRX
+30.0%
+14.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.6% | -5.7% | -6.8% |
| 7D | -19.5% | +7.6% | -27.2% | -23.6% |
| 30D | -43.2% | +7.5% | -50.7% | -45.8% |
| 3M | -30.8% | -21.0% | -9.8% | -19.9% |
| 6M | -28.6% | -18.1% | -10.5% | -22.0% |
| YTD | +14.2% | +24.3% | -10.1% | +2.3% |
| 1Y | +44.4% | +29.3% | +15.1% | +29.9% |
| All | +44.4% | +30.0% | +14.4% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling