+193.2%
XLE vs SITM
+3,535.1%
-3,341.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.3% | -4.5% | +1.2% |
| 7D | -0.2% | +17.2% | -17.4% | -2.1% |
| 30D | -4.0% | -17.1% | +13.1% | -2.7% |
| 3M | +4.6% | -29.2% | +33.8% | +7.2% |
| 6M | +12.3% | -47.6% | +59.9% | +17.3% |
| YTD | +44.5% | +33.8% | +10.7% | +33.2% |
| 1Y | +42.4% | +54.1% | -11.7% | +28.6% |
| 3Y | +67.0% | +337.6% | -270.5% | +23.3% |
| 5Y | +161.9% | +89.7% | +72.2% | +100.0% |
| All | +193.2% | +3,535.1% | -3,341.8% | +14.4% |
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