+39.3%
XLC vs SITM
+176.0%
-136.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.3% |
| 7D | -1.7% | +4.8% | -6.5% | -2.3% |
| 30D | +0.2% | -9.7% | +9.9% | +1.2% |
| 3M | +0.7% | -9.3% | +10.0% | +0.3% |
| 6M | -4.5% | +69.5% | -74.0% | -14.3% |
| YTD | -4.7% | +70.5% | -75.3% | -15.4% |
| 1Y | -1.5% | +145.3% | -146.8% | -18.5% |
| 3Y | +72.2% | +432.8% | -360.6% | +14.9% |
| 5Y | +39.3% | +174.0% | -134.7% | -7.1% |
| All | +39.3% | +176.0% | -136.7% | -7.1% |
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