+81.8%
XLI vs SITM
+187.3%
-105.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.5% | +0.4% |
| 7D | -1.7% | +3.9% | -5.5% | -2.1% |
| 30D | -7.3% | -6.6% | -0.7% | -6.8% |
| 3M | -1.3% | -11.9% | +10.5% | -1.1% |
| 6M | +2.2% | +81.1% | -78.9% | -7.0% |
| YTD | +11.7% | +80.0% | -68.3% | +1.0% |
| 1Y | +14.3% | +145.8% | -131.6% | -1.4% |
| 3Y | +70.3% | +475.9% | -405.5% | +25.3% |
| All | +81.8% | +187.3% | -105.5% | +32.6% |
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