+102.3%
XLB vs SITM
+4,608.4%
-4,506.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.5% | -6.9% | -1.1% |
| 7D | -1.4% | +9.7% | -11.1% | -2.4% |
| 30D | -0.4% | +12.7% | -13.1% | -2.4% |
| 3M | +2.0% | -13.4% | +15.4% | +2.1% |
| 6M | +1.8% | +59.6% | -57.8% | -6.4% |
| YTD | +16.6% | +73.3% | -56.7% | +5.4% |
| 1Y | +16.9% | +165.5% | -148.6% | -0.9% |
| 3Y | +32.6% | +368.7% | -336.2% | -1.9% |
| 5Y | +35.6% | +172.5% | -136.9% | -0.5% |
| All | +102.3% | +4,608.4% | -4,506.1% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling