+194.7%
XLE vs SITM
+4,608.4%
-4,413.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.5% | -7.4% | -1.5% |
| 7D | +2.2% | +9.7% | -7.5% | +1.2% |
| 30D | +11.8% | +12.7% | -0.9% | +9.7% |
| 3M | +9.8% | -13.4% | +23.2% | +9.9% |
| 6M | +15.6% | +59.6% | -44.0% | +6.4% |
| YTD | +45.3% | +73.3% | -28.0% | +31.5% |
| 1Y | +48.3% | +165.5% | -117.2% | +25.9% |
| 3Y | +55.4% | +368.7% | -313.3% | +15.3% |
| 5Y | +216.1% | +172.5% | +43.6% | +131.3% |
| All | +194.7% | +4,608.4% | -4,413.7% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling