+3,319.5%
SITM vs RVTY
+73.0%
+3,246.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.9% | -4.3% |
| 7D | +6.6% | -0.5% | +7.1% | +7.2% |
| 30D | -15.3% | +1.5% | -16.9% | -15.3% |
| 3M | -35.4% | +31.5% | -66.8% | -47.9% |
| 6M | -46.8% | +62.7% | -109.5% | -64.6% |
| YTD | +25.9% | +60.0% | -34.1% | -18.3% |
| 1Y | +54.0% | +65.7% | -11.7% | -3.3% |
| 3Y | +315.6% | +85.2% | +230.4% | +119.7% |
| 5Y | +74.4% | -14.9% | +89.3% | +96.5% |
| All | +3,319.5% | +73.0% | +3,246.6% | +1,550.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling