+131.8%
XLC vs SITM
+4,789.7%
-4,657.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.6% | +0.3% |
| 7D | +0.5% | +3.9% | -3.3% | 0.0% |
| 30D | +2.1% | -6.6% | +8.7% | +2.7% |
| 3M | +0.7% | -11.9% | +12.6% | +0.7% |
| 6M | -3.2% | +81.1% | -84.3% | -13.3% |
| YTD | -3.8% | +80.0% | -83.8% | -14.5% |
| 1Y | -2.0% | +145.8% | -147.9% | -17.7% |
| 3Y | +71.4% | +475.9% | -404.5% | +18.6% |
| 5Y | +40.7% | +189.2% | -148.5% | -0.2% |
| All | +131.8% | +4,789.7% | -4,657.9% | +14.2% |
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