+90.2%
XLV vs SITM
+4,789.7%
-4,699.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.5% |
| 7D | -3.6% | +3.9% | -7.4% | -3.8% |
| 30D | -1.8% | -6.6% | +4.8% | -1.6% |
| 3M | +7.8% | -11.9% | +19.7% | +7.8% |
| 6M | +9.1% | +81.1% | -72.0% | +2.9% |
| YTD | +7.7% | +80.0% | -72.2% | +1.3% |
| 1Y | +20.4% | +145.8% | -125.4% | +10.0% |
| 3Y | +30.8% | +475.9% | -445.1% | +7.3% |
| 5Y | +34.6% | +189.2% | -154.6% | +10.9% |
| All | +90.2% | +4,789.7% | -4,699.5% | +13.9% |
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