+30.8%
XLV vs SITM
+452.7%
-421.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.3% |
| 7D | -3.6% | +3.9% | -7.4% | -3.6% |
| 30D | -1.8% | -6.6% | +4.8% | -1.8% |
| 3M | +7.8% | -11.9% | +19.7% | +7.9% |
| 6M | +9.1% | +81.1% | -72.0% | +5.5% |
| YTD | +7.7% | +80.0% | -72.2% | +4.0% |
| 1Y | +20.4% | +145.8% | -125.4% | +14.3% |
| 3Y | +30.8% | +475.9% | -445.1% | +15.6% |
| All | +30.8% | +452.7% | -421.9% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling