+44.4%
SITM vs XHB
+5.8%
+38.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +5.4% | -14.8% | -11.7% |
| 7D | -19.5% | +9.7% | -29.3% | -23.7% |
| 30D | -43.2% | +11.7% | -54.9% | -46.7% |
| 3M | -30.8% | -1.4% | -29.5% | -30.3% |
| 6M | -28.6% | +6.8% | -35.4% | -33.4% |
| YTD | +14.2% | +5.5% | +8.7% | +4.6% |
| 1Y | +44.4% | +5.1% | +39.2% | +32.2% |
| All | +44.4% | +5.8% | +38.6% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling