+99.4%
XBI vs SITM
+452.7%
-353.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -1.0% |
| 7D | -4.6% | +3.9% | -8.5% | -5.1% |
| 30D | -2.0% | -6.6% | +4.6% | -1.5% |
| 3M | +17.8% | -11.9% | +29.7% | +18.0% |
| 6M | +23.7% | +81.1% | -57.4% | +11.4% |
| YTD | +28.2% | +80.0% | -51.7% | +14.6% |
| 1Y | +64.0% | +145.8% | -81.9% | +38.6% |
| 3Y | +99.4% | +475.9% | -376.5% | +40.7% |
| All | +99.4% | +452.7% | -353.3% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling