+44.4%
SITM vs RVTY
+74.0%
-29.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.5% | -6.9% | -8.9% |
| 7D | -19.5% | -3.6% | -16.0% | -19.2% |
| 30D | -43.2% | +1.4% | -44.6% | -43.2% |
| 3M | -30.8% | +43.2% | -74.0% | -33.0% |
| 6M | -28.6% | +84.5% | -113.1% | -34.4% |
| YTD | +14.2% | +65.2% | -51.0% | +4.4% |
| 1Y | +44.4% | +74.3% | -29.9% | +41.3% |
| All | +44.4% | +74.0% | -29.6% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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