+65.3%
XLU vs SITM
+4,789.7%
-4,724.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.6% |
| 7D | -1.6% | +3.9% | -5.5% | -1.8% |
| 30D | -3.3% | -6.6% | +3.3% | -3.1% |
| 3M | -3.2% | -11.9% | +8.7% | -3.1% |
| 6M | -7.0% | +81.1% | -88.1% | -10.9% |
| YTD | +0.6% | +80.0% | -79.3% | -3.9% |
| 1Y | +2.4% | +145.8% | -143.4% | -4.3% |
| 3Y | +46.3% | +475.9% | -429.6% | +25.7% |
| 5Y | +44.0% | +189.2% | -145.2% | +23.2% |
| All | +65.3% | +4,789.7% | -4,724.4% | 0.0% |
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