+63.0%
XLP vs SITM
+4,507.3%
-4,444.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.6% |
| 7D | -1.4% | +8.4% | -9.8% | -1.7% |
| 30D | -1.3% | -17.4% | +16.1% | -0.8% |
| 3M | +1.8% | -9.8% | +11.7% | +1.8% |
| 6M | -0.8% | +83.0% | -83.8% | -4.1% |
| YTD | +9.5% | +69.6% | -60.1% | +6.0% |
| 1Y | +7.2% | +144.9% | -137.7% | +1.7% |
| 3Y | +27.1% | +429.9% | -402.7% | +12.9% |
| 5Y | +32.0% | +169.2% | -137.1% | +16.9% |
| All | +63.0% | +4,507.3% | -4,444.3% | +11.7% |
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