+99.4%
XLY vs SITM
+4,789.7%
-4,690.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.7% | +0.1% |
| 7D | -1.7% | +3.9% | -5.5% | -2.3% |
| 30D | -4.2% | -6.6% | +2.4% | -3.6% |
| 3M | -2.7% | -11.9% | +9.2% | -2.6% |
| 6M | -0.6% | +81.1% | -81.8% | -12.7% |
| YTD | -5.0% | +80.0% | -85.0% | -17.4% |
| 1Y | -4.1% | +145.8% | -149.9% | -22.1% |
| 3Y | +33.6% | +475.9% | -442.3% | -12.9% |
| 5Y | +28.7% | +189.2% | -160.5% | -13.2% |
| All | +99.4% | +4,789.7% | -4,690.3% | -9.5% |
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