+47.9%
XBI vs SITM
+47.5%
+0.4%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -9.4% | +12.0% | +3.3% |
| 7D | +1.0% | -19.5% | +20.5% | +2.4% |
| 30D | +1.9% | -43.2% | +45.1% | +5.3% |
| 3M | +4.8% | -30.8% | +35.6% | +6.3% |
| 6M | +19.3% | -28.6% | +47.9% | +19.9% |
| YTD | +30.6% | +14.2% | +16.4% | +25.4% |
| 1Y | +47.9% | +44.4% | +3.5% | +40.4% |
| All | +47.9% | +47.5% | +0.4% | +40.4% |
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