+158.1%
XLE vs SITM
+97.5%
+60.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.6% |
| 7D | -6.7% | -0.1% | -6.6% | -6.9% |
| 30D | -4.4% | -27.4% | +23.0% | -2.6% |
| 3M | +4.0% | -35.6% | +39.6% | +6.6% |
| 6M | +13.2% | -46.6% | +59.8% | +16.6% |
| YTD | +41.9% | +25.8% | +16.1% | +33.7% |
| 1Y | +41.6% | +38.2% | +3.4% | +31.9% |
| 3Y | +64.0% | +311.5% | -247.5% | +29.2% |
| 5Y | +158.1% | +94.6% | +63.5% | +103.6% |
| All | +158.1% | +97.5% | +60.6% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling