+102.4%
XLB vs SITM
+3,319.5%
-3,217.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +0.4% |
| 7D | +0.5% | +6.6% | -6.1% | -0.2% |
| 30D | +5.2% | -15.3% | +20.5% | +6.4% |
| 3M | +0.3% | -35.4% | +35.7% | +4.0% |
| 6M | +1.2% | -46.8% | +47.9% | +5.8% |
| YTD | +16.6% | +25.9% | -9.2% | +8.1% |
| 1Y | +21.4% | +54.0% | -32.6% | +9.5% |
| 3Y | +43.2% | +315.6% | -272.4% | +6.1% |
| 5Y | +28.0% | +74.4% | -46.4% | -1.6% |
| All | +102.4% | +3,319.5% | -3,217.1% | -3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling