+120.4%
XLK vs SITM
+452.7%
-332.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +0.3% |
| 7D | +0.2% | +3.9% | -3.6% | -0.6% |
| 30D | -0.6% | -6.6% | +6.0% | +0.3% |
| 3M | +2.6% | -11.9% | +14.4% | +3.4% |
| 6M | +34.0% | +81.1% | -47.2% | +15.7% |
| YTD | +30.7% | +80.0% | -49.3% | +11.7% |
| 1Y | +39.2% | +145.8% | -106.6% | +9.7% |
| 3Y | +120.4% | +475.9% | -355.5% | +38.4% |
| All | +120.4% | +452.7% | -332.2% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling