+35.0%
XLB vs SITM
+164.5%
-129.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.9% |
| 7D | -2.9% | +3.7% | -6.6% | -3.3% |
| 30D | -3.4% | -14.5% | +11.1% | -2.0% |
| 3M | +1.6% | -10.6% | +12.2% | +1.5% |
| 6M | +3.6% | +65.5% | -61.9% | -4.7% |
| YTD | +14.2% | +67.0% | -52.8% | +4.2% |
| 1Y | +15.6% | +138.6% | -123.0% | -0.2% |
| 3Y | +33.1% | +421.8% | -388.7% | -2.5% |
| 5Y | +35.0% | +172.4% | -137.4% | -2.8% |
| All | +35.0% | +164.5% | -129.5% | -2.8% |
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