+4,437.5%
SITM vs RRX
+118.8%
+4,318.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | +0.5% |
| 7D | +3.7% | -0.7% | +4.4% | +4.3% |
| 30D | -14.5% | -8.0% | -6.5% | -8.2% |
| 3M | -10.6% | -25.1% | +14.5% | +12.2% |
| 6M | +65.5% | -18.3% | +83.8% | +87.7% |
| YTD | +67.0% | +14.2% | +52.9% | +42.5% |
| 1Y | +138.6% | +13.0% | +125.6% | +104.0% |
| 3Y | +421.8% | +4.2% | +417.6% | +362.6% |
| 5Y | +172.4% | +17.9% | +154.6% | +117.7% |
| All | +4,437.5% | +118.8% | +4,318.7% | +1,948.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling