+32.5%
XLB vs SITM
+412.8%
-380.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.9% |
| 7D | -2.9% | +3.7% | -6.6% | -3.2% |
| 30D | -3.4% | -14.5% | +11.1% | -2.4% |
| 3M | +1.6% | -10.6% | +12.2% | +1.5% |
| 6M | +3.6% | +65.5% | -61.9% | -3.3% |
| YTD | +14.2% | +67.0% | -52.8% | +5.9% |
| 1Y | +15.6% | +138.6% | -123.0% | +2.1% |
| All | +32.5% | +412.8% | -380.3% | +1.6% |
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