+442.6%
SITM vs RVTY
+19.6%
+423.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -0.9% |
| 7D | +8.4% | +0.4% | +8.0% | +8.1% |
| 30D | -17.4% | +10.8% | -28.3% | -21.8% |
| 3M | -9.8% | +26.8% | -36.6% | -21.9% |
| 6M | +83.0% | +39.3% | +43.6% | +49.5% |
| YTD | +69.6% | +31.6% | +38.0% | +40.0% |
| 1Y | +144.9% | +47.7% | +97.2% | +86.3% |
| All | +442.6% | +19.6% | +423.0% | +355.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling