+34.1%
XLP vs SITM
+170.8%
-136.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.5% | -7.3% | -0.9% |
| 7D | -1.0% | +9.7% | -10.7% | -1.1% |
| 30D | -0.9% | +12.7% | -13.6% | -1.1% |
| 3M | +3.8% | -13.4% | +17.2% | +3.9% |
| 6M | -1.7% | +59.6% | -61.4% | -3.3% |
| YTD | +10.3% | +73.3% | -63.0% | +8.2% |
| 1Y | +7.8% | +165.5% | -157.8% | +4.4% |
| 3Y | +27.2% | +368.7% | -341.5% | +18.4% |
| All | +34.1% | +170.8% | -136.7% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling