+174.0%
SITM vs XHB
+30.4%
+143.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +4.7% |
| 7D | +4.8% | -5.2% | +10.1% | +11.3% |
| 30D | -9.7% | -12.1% | +2.4% | +4.1% |
| 3M | -9.3% | -6.2% | -3.1% | -4.6% |
| 6M | +69.5% | -6.7% | +76.2% | +78.2% |
| YTD | +70.5% | -5.5% | +76.0% | +73.8% |
| 1Y | +145.3% | -15.6% | +160.9% | +187.7% |
| 3Y | +432.8% | +22.0% | +410.8% | +273.7% |
| 5Y | +174.0% | +31.8% | +142.2% | +81.8% |
| All | +174.0% | +30.4% | +143.6% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling