+4,437.5%
SITM vs XHB
+131.3%
+4,306.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | 0.0% |
| 7D | +3.7% | -1.9% | +5.6% | +5.8% |
| 30D | -14.5% | -8.3% | -6.2% | -6.8% |
| 3M | -10.6% | -7.1% | -3.4% | -5.1% |
| 6M | +65.5% | -5.3% | +70.8% | +71.6% |
| YTD | +67.0% | -3.2% | +70.2% | +67.3% |
| 1Y | +138.6% | -13.9% | +152.5% | +171.3% |
| 3Y | +421.8% | +24.9% | +396.9% | +295.6% |
| 5Y | +172.4% | +34.5% | +137.9% | +95.8% |
| All | +4,437.5% | +131.3% | +4,306.2% | +2,421.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling