+75.9%
XLP vs SITM
+3,107.0%
-3,031.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +17.4% | -18.7% | -1.7% |
| 7D | +0.7% | -6.7% | +7.5% | +0.8% |
| 30D | +10.3% | -37.3% | +47.6% | +11.5% |
| 3M | +6.5% | -39.4% | +45.9% | +7.7% |
| 6M | +8.4% | -33.1% | +41.5% | +8.6% |
| YTD | +18.2% | +18.0% | +0.2% | +15.3% |
| 1Y | +22.4% | +22.7% | -0.3% | +19.1% |
| 3Y | +41.9% | +283.8% | -241.9% | +26.8% |
| 5Y | +40.9% | +45.0% | -4.2% | +28.1% |
| All | +75.9% | +3,107.0% | -3,031.2% | +21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling