+475.9%
SITM vs RRX
+5.4%
+470.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.7% | +1.9% | +2.8% |
| 7D | +3.9% | -0.3% | +4.2% | +4.1% |
| 30D | -6.6% | -6.1% | -0.5% | -1.8% |
| 3M | -11.9% | -23.1% | +11.2% | +6.4% |
| 6M | +81.1% | -19.5% | +100.7% | +105.1% |
| YTD | +80.0% | +16.1% | +63.9% | +54.0% |
| 1Y | +145.8% | +12.9% | +132.9% | +113.7% |
| 3Y | +475.9% | +7.9% | +467.9% | +486.6% |
| All | +475.9% | +5.4% | +470.5% | +486.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling