-15.6%
XYL vs SITM
+176.0%
-191.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.3% |
| 7D | -1.2% | +4.8% | -6.1% | -1.8% |
| 30D | -13.2% | -9.7% | -3.5% | -12.4% |
| 3M | -0.2% | -9.3% | +9.2% | -0.5% |
| 6M | -12.5% | +69.5% | -82.0% | -21.2% |
| YTD | -20.9% | +70.5% | -91.4% | -29.5% |
| 1Y | -21.6% | +145.3% | -166.8% | -34.4% |
| 3Y | +16.1% | +432.8% | -416.7% | -19.7% |
| 5Y | -15.6% | +174.0% | -189.6% | -42.1% |
| All | -15.6% | +176.0% | -191.6% | -42.1% |
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