+77.5%
XLP vs SITM
+3,415.8%
-3,338.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.6% | -8.7% | +0.6% |
| 7D | +0.1% | +9.4% | -9.3% | -0.3% |
| 30D | +8.9% | -25.4% | +34.3% | +9.7% |
| 3M | +7.5% | -37.0% | +44.5% | +8.6% |
| 6M | +9.4% | -45.1% | +54.6% | +10.7% |
| YTD | +19.3% | +29.4% | -10.1% | +16.1% |
| 1Y | +21.7% | +39.8% | -18.1% | +18.0% |
| 3Y | +44.0% | +328.2% | -284.3% | +28.2% |
| 5Y | +42.8% | +87.4% | -44.6% | +28.3% |
| All | +77.5% | +3,415.8% | -3,338.3% | +22.2% |
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