+43.4%
XLK vs SITM
+174.8%
-131.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.5% | -5.8% | -0.3% |
| 7D | +0.9% | +9.7% | -8.9% | -0.6% |
| 30D | +0.7% | +12.7% | -12.0% | -1.9% |
| 3M | -2.9% | -13.4% | +10.5% | -2.1% |
| 6M | +34.3% | +59.6% | -25.4% | +23.6% |
| YTD | +30.4% | +73.3% | -42.9% | +18.8% |
| 1Y | +43.4% | +165.5% | -122.2% | +27.2% |
| All | +43.4% | +174.8% | -131.4% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling