+168.4%
SITM vs RVTY
-32.9%
+201.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | +0.2% |
| 7D | +3.7% | -5.4% | +9.1% | +7.7% |
| 30D | -14.5% | +6.7% | -21.3% | -18.7% |
| 3M | -10.6% | +19.0% | -29.6% | -22.9% |
| 6M | +65.5% | +34.6% | +30.9% | +28.9% |
| YTD | +67.0% | +28.3% | +38.7% | +31.3% |
| 1Y | +138.6% | +46.0% | +92.6% | +67.0% |
| 3Y | +421.8% | +16.9% | +404.9% | +314.0% |
| All | +168.4% | -32.9% | +201.3% | +293.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling