+81.1%
SITM vs RRX
-18.2%
+99.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.7% | +1.9% | +3.2% |
| 7D | +3.9% | -0.3% | +4.2% | +4.1% |
| 30D | -6.6% | -6.1% | -0.5% | -2.6% |
| 3M | -11.9% | -23.1% | +11.2% | +3.6% |
| 6M | +81.1% | -19.5% | +100.7% | +88.8% |
| All | +81.1% | -18.2% | +99.4% | +88.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling