+4,789.7%
SITM vs RRX
+122.5%
+4,667.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.7% | +1.9% | +2.5% |
| 7D | +3.9% | -0.3% | +4.2% | +4.1% |
| 30D | -6.6% | -6.1% | -0.5% | -1.3% |
| 3M | -11.9% | -23.1% | +11.2% | +8.4% |
| 6M | +81.1% | -19.5% | +100.7% | +108.3% |
| YTD | +80.0% | +16.1% | +63.9% | +51.5% |
| 1Y | +145.8% | +12.9% | +132.9% | +110.4% |
| 3Y | +475.9% | +7.9% | +467.9% | +395.1% |
| 5Y | +189.2% | +19.1% | +170.1% | +129.1% |
| All | +4,789.7% | +122.5% | +4,667.2% | +2,077.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling