-31.5%
XYL vs SITM
+47.5%
-79.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -9.4% | +14.3% | +4.7% |
| 7D | +14.5% | -19.5% | +34.1% | +14.1% |
| 30D | -1.3% | -43.2% | +41.9% | -1.4% |
| 3M | -17.0% | -30.8% | +13.9% | -17.2% |
| 6M | -11.3% | -28.6% | +17.3% | -12.6% |
| YTD | -25.0% | +14.2% | -39.1% | -29.6% |
| 1Y | -31.5% | +44.4% | -75.9% | -36.8% |
| All | -31.5% | +47.5% | -79.1% | -36.8% |
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