+50.3%
XLE vs SITM
+140.9%
-90.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.5% |
| 7D | +0.5% | +4.8% | -4.4% | +0.6% |
| 30D | +6.6% | -9.7% | +16.3% | +6.4% |
| 3M | +12.3% | -9.3% | +21.6% | +12.0% |
| 6M | +18.4% | +69.5% | -51.1% | +19.0% |
| YTD | +47.2% | +70.5% | -23.3% | +48.3% |
| 1Y | +50.3% | +145.3% | -95.0% | +51.4% |
| All | +50.3% | +140.9% | -90.6% | +51.4% |
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 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