-3.3%
XRT vs SITM
+164.5%
-167.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.4% |
| 7D | -2.4% | +3.7% | -6.1% | -3.0% |
| 30D | -6.9% | -14.5% | +7.6% | -5.0% |
| 3M | -0.4% | -10.6% | +10.2% | -0.7% |
| 6M | +2.2% | +65.5% | -63.3% | -10.3% |
| YTD | -0.7% | +67.0% | -67.7% | -14.0% |
| 1Y | -2.0% | +138.6% | -140.6% | -22.1% |
| 3Y | +41.0% | +421.8% | -380.8% | -13.8% |
| 5Y | -3.3% | +172.4% | -175.7% | -39.1% |
| All | -3.3% | +164.5% | -167.8% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling