+64.0%
XLE vs SITM
+306.2%
-242.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.6% |
| 7D | -6.7% | -0.1% | -6.6% | -6.8% |
| 30D | -4.4% | -27.4% | +23.0% | -3.2% |
| 3M | +4.0% | -35.6% | +39.6% | +5.6% |
| 6M | +13.2% | -46.6% | +59.8% | +15.5% |
| YTD | +41.9% | +25.8% | +16.1% | +35.1% |
| 1Y | +41.6% | +38.2% | +3.4% | +33.4% |
| 3Y | +64.0% | +311.5% | -247.5% | +34.8% |
| All | +64.0% | +306.2% | -242.2% | +34.8% |
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