+76.1%
XBI vs SITM
+174.8%
-98.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.5% | -6.9% | -0.8% |
| 7D | +0.9% | +9.7% | -8.8% | +0.2% |
| 30D | +7.1% | +12.7% | -5.6% | +5.7% |
| 3M | +22.9% | -13.4% | +36.3% | +22.9% |
| 6M | +29.7% | +59.6% | -29.9% | +21.7% |
| YTD | +34.5% | +73.3% | -38.8% | +25.3% |
| 1Y | +76.1% | +165.5% | -89.5% | +60.5% |
| All | +76.1% | +174.8% | -98.7% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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