+197.7%
XLE vs SITM
+3,519.6%
-3,321.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +4.4% | +32.5% | -28.2% | +1.3% |
| 30D | -4.3% | -18.8% | +14.6% | -2.8% |
| 3M | +6.0% | -30.9% | +36.9% | +8.9% |
| 6M | +13.2% | -44.5% | +57.7% | +17.5% |
| YTD | +46.7% | +33.2% | +13.5% | +35.3% |
| 1Y | +46.6% | +53.8% | -7.2% | +32.4% |
| 3Y | +69.6% | +335.7% | -266.1% | +25.2% |
| 5Y | +166.5% | +84.6% | +81.9% | +104.3% |
| All | +197.7% | +3,519.6% | -3,321.9% | +16.2% |
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