+123.3%
XRT vs SITM
+4,608.4%
-4,485.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.6% | 0.0% |
| 7D | +0.8% | +9.7% | -8.9% | -0.6% |
| 30D | -4.2% | +12.7% | -16.9% | -6.9% |
| 3M | +5.1% | -13.4% | +18.5% | +5.2% |
| 6M | +2.4% | +59.6% | -57.2% | -8.8% |
| YTD | +3.2% | +73.3% | -70.1% | -10.2% |
| 1Y | +1.5% | +165.5% | -164.0% | -19.1% |
| 3Y | +40.6% | +368.7% | -328.1% | -6.7% |
| 5Y | -1.0% | +172.5% | -173.5% | -33.8% |
| All | +123.3% | +4,608.4% | -4,485.1% | -4.6% |
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 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