+44.2%
XLU vs SITM
+187.3%
-143.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.5% |
| 7D | -1.6% | +3.9% | -5.5% | -1.7% |
| 30D | -3.3% | -6.6% | +3.3% | -3.2% |
| 3M | -3.2% | -11.9% | +8.7% | -3.1% |
| 6M | -7.0% | +81.1% | -88.1% | -9.5% |
| YTD | +0.6% | +80.0% | -79.3% | -2.3% |
| 1Y | +2.4% | +145.8% | -143.4% | -1.9% |
| 3Y | +46.3% | +475.9% | -429.6% | +32.8% |
| All | +44.2% | +187.3% | -143.1% | +28.4% |
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 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