+71.5%
SITM vs RVTY
-15.1%
+86.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.9% | -4.4% |
| 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% | -46.6% |
| 6M | -46.8% | +62.7% | -109.5% | -63.1% |
| YTD | +25.9% | +60.0% | -34.1% | -14.9% |
| 1Y | +54.0% | +65.7% | -11.7% | +0.9% |
| 3Y | +315.6% | +85.2% | +230.4% | +129.9% |
| All | +71.5% | -15.1% | +86.6% | +106.3% |
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 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