+20.7%
XLK vs SITM
+47.5%
-26.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.4% | +9.3% | +1.6% |
| 7D | -7.6% | -19.5% | +11.9% | -4.3% |
| 30D | -12.2% | -43.2% | +31.0% | -4.2% |
| 3M | -5.5% | -30.8% | +25.4% | -0.9% |
| 6M | +9.2% | -28.6% | +37.8% | +13.6% |
| YTD | +23.0% | +14.2% | +8.9% | +20.2% |
| 1Y | +20.7% | +44.4% | -23.7% | +16.8% |
| All | +20.7% | +47.5% | -26.8% | +16.8% |
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