+356.1%
XLK vs SITM
+4,789.7%
-4,433.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.5% |
| YTD | +30.7% | +80.0% | -49.3% | +11.5% |
| 1Y | +39.2% | +145.8% | -106.6% | +9.9% |
| 3Y | +120.4% | +475.9% | -355.5% | +36.1% |
| 5Y | +148.8% | +189.2% | -40.4% | +59.3% |
| All | +356.1% | +4,789.7% | -4,433.6% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling