-3.0%
XRT vs SITM
+155.7%
-158.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.2% | +1.2% |
| 7D | -3.2% | +3.9% | -7.0% | -3.3% |
| 30D | -4.5% | -6.6% | +2.1% | -4.4% |
| 3M | -3.1% | -11.9% | +8.8% | -2.6% |
| 6M | +4.2% | +81.1% | -76.9% | -0.2% |
| YTD | -0.1% | +80.0% | -80.1% | -4.5% |
| 1Y | -3.0% | +145.8% | -148.9% | -9.1% |
| All | -3.0% | +155.7% | -158.8% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling