+50.9%
XYL vs SITM
+4,437.5%
-4,386.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | +0.8% | +3.7% | -2.9% | +0.4% |
| 30D | -10.8% | -14.5% | +3.7% | -9.4% |
| 3M | -2.5% | -10.6% | +8.0% | -2.8% |
| 6M | -12.2% | +65.5% | -77.7% | -20.5% |
| YTD | -20.1% | +67.0% | -87.1% | -28.3% |
| 1Y | -20.6% | +138.6% | -159.3% | -33.0% |
| 3Y | +17.3% | +421.8% | -404.5% | -16.8% |
| 5Y | -14.5% | +172.4% | -186.9% | -38.4% |
| All | +50.9% | +4,437.5% | -4,386.6% | -31.3% |
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