+4,608.4%
SITM vs RVTY
+45.8%
+4,562.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.3% | +6.9% | +6.8% |
| 7D | +9.7% | +1.1% | +8.6% | +8.8% |
| 30D | +12.7% | +13.2% | -0.5% | +1.7% |
| 3M | -13.4% | +27.2% | -40.7% | -30.1% |
| 6M | +59.6% | +32.4% | +27.2% | +23.7% |
| YTD | +73.3% | +34.9% | +38.4% | +28.1% |
| 1Y | +165.5% | +52.4% | +113.2% | +74.6% |
| 3Y | +368.7% | +12.3% | +356.4% | +280.9% |
| 5Y | +172.5% | -30.8% | +203.3% | +261.3% |
| All | +4,608.4% | +45.8% | +4,562.5% | +2,488.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling