+132.6%
XRT vs SITM
+3,319.5%
-3,187.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +1.2% |
| 7D | +1.7% | +6.6% | -4.9% | +0.7% |
| 30D | +7.5% | -15.3% | +22.8% | +9.1% |
| 3M | +2.2% | -35.4% | +37.6% | +7.0% |
| 6M | +14.7% | -46.8% | +61.4% | +21.5% |
| YTD | +7.5% | +25.9% | -18.4% | -3.4% |
| 1Y | +14.1% | +54.0% | -39.9% | -1.2% |
| 3Y | +58.8% | +315.6% | -256.8% | +5.4% |
| 5Y | -3.9% | +74.4% | -78.3% | -32.1% |
| All | +132.6% | +3,319.5% | -3,187.0% | +2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling