+227.7%
XLE vs SITM
+164.5%
+63.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | +0.3% | +3.7% | -3.4% | 0.0% |
| 30D | +8.5% | -14.5% | +23.0% | +9.6% |
| 3M | +14.6% | -10.6% | +25.2% | +14.5% |
| 6M | +17.6% | +65.5% | -48.0% | +10.1% |
| YTD | +48.1% | +67.0% | -18.9% | +37.7% |
| 1Y | +53.8% | +138.6% | -84.8% | +36.8% |
| 3Y | +56.2% | +421.8% | -365.6% | +22.3% |
| 5Y | +227.7% | +172.4% | +55.3% | +157.7% |
| All | +227.7% | +164.5% | +63.2% | +157.7% |
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