+19.9%
XBI vs SITM
+187.3%
-167.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -1.3% |
| 7D | -4.6% | +3.9% | -8.5% | -5.3% |
| 30D | -2.0% | -6.6% | +4.6% | -1.3% |
| 3M | +17.8% | -11.9% | +29.7% | +18.1% |
| 6M | +23.7% | +81.1% | -57.4% | +6.6% |
| YTD | +28.2% | +80.0% | -51.7% | +9.2% |
| 1Y | +64.0% | +145.8% | -81.9% | +29.2% |
| 3Y | +99.4% | +475.9% | -376.5% | +18.1% |
| All | +19.9% | +187.3% | -167.4% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling