+49.9%
XYL vs SITM
+4,789.7%
-4,739.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.2% | -0.3% |
| 7D | +1.2% | +3.9% | -2.6% | +0.7% |
| 30D | -11.9% | -6.6% | -5.4% | -11.5% |
| 3M | -1.5% | -11.9% | +10.3% | -1.6% |
| 6M | -11.9% | +81.1% | -93.0% | -21.2% |
| YTD | -20.6% | +80.0% | -100.6% | -29.4% |
| 1Y | -23.5% | +145.8% | -169.3% | -35.6% |
| 3Y | +14.9% | +475.9% | -461.0% | -19.6% |
| 5Y | -15.3% | +189.2% | -204.5% | -39.4% |
| All | +49.9% | +4,789.7% | -4,739.8% | -32.4% |
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