+315.6%
SITM vs RVTY
+85.4%
+230.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.9% | -4.6% |
| 7D | +6.6% | -0.5% | +7.1% | +7.1% |
| 30D | -15.3% | +1.5% | -16.9% | -15.1% |
| 3M | -35.4% | +31.5% | -66.8% | -43.6% |
| 6M | -46.8% | +62.7% | -109.5% | -59.4% |
| YTD | +25.9% | +60.0% | -34.1% | -6.0% |
| 1Y | +54.0% | +65.7% | -11.7% | +12.2% |
| 3Y | +315.6% | +85.2% | +230.4% | +171.8% |
| All | +315.6% | +85.4% | +230.2% | +171.8% |
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