+165.5%
SITM vs XHB
-9.3%
+174.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.0% | +5.6% | +5.9% |
| 7D | +9.7% | -1.3% | +11.0% | +10.6% |
| 30D | +12.7% | -6.9% | +19.6% | +17.6% |
| 3M | -13.4% | -1.3% | -12.2% | -14.1% |
| 6M | +59.6% | -6.8% | +66.4% | +62.5% |
| YTD | +73.3% | +0.7% | +72.6% | +63.8% |
| 1Y | +165.5% | -11.2% | +176.8% | +185.1% |
| All | +165.5% | -9.3% | +174.8% | +185.1% |
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