+64.3%
XLF vs SITM
+187.3%
-123.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.9% | +0.2% |
| 7D | -1.5% | +3.9% | -5.3% | -1.8% |
| 30D | -1.2% | -6.6% | +5.4% | -0.8% |
| 3M | +9.2% | -11.9% | +21.0% | +9.3% |
| 6M | +16.3% | +81.1% | -64.8% | +7.2% |
| YTD | +5.4% | +80.0% | -74.5% | -3.4% |
| 1Y | +7.6% | +145.8% | -138.2% | -5.5% |
| 3Y | +74.2% | +475.9% | -401.7% | +31.4% |
| All | +64.3% | +187.3% | -123.0% | +22.0% |
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 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