-1.7%
XLC vs SITM
+47.8%
-49.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +1.1% |
| 7D | +3.7% | +6.6% | -2.9% | +3.6% |
| 30D | -1.9% | -15.3% | +13.4% | -1.8% |
| 3M | -3.1% | -35.4% | +32.3% | -2.8% |
| 6M | -6.4% | -46.8% | +40.4% | -5.4% |
| YTD | -6.8% | +25.9% | -32.7% | -9.7% |
| 1Y | -1.7% | +54.0% | -55.7% | -5.8% |
| All | -1.7% | +47.8% | -49.5% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling