+54.9%
XLE vs SITM
+409.8%
-354.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.3% | +1.2% |
| 7D | 0.0% | +8.4% | -8.4% | -0.4% |
| 30D | +12.6% | -17.4% | +30.1% | +13.6% |
| 3M | +11.8% | -9.8% | +21.7% | +11.7% |
| 6M | +16.1% | +83.0% | -66.9% | +9.2% |
| YTD | +46.9% | +69.6% | -22.7% | +38.3% |
| 1Y | +53.3% | +144.9% | -91.6% | +38.3% |
| 3Y | +54.9% | +429.9% | -374.9% | +23.5% |
| All | +54.9% | +409.8% | -354.9% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling