-40.5%
SE vs XRT
-1.4%
-39.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.9% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | -0.1% | -5.6% | +5.5% | +2.1% |
| 3M | +34.1% | +2.5% | +31.6% | +32.6% |
| 6M | +23.2% | +3.7% | +19.5% | +20.8% |
| YTD | -11.2% | +1.0% | -12.1% | -12.8% |
| 1Y | -40.5% | -1.2% | -39.3% | -42.4% |
| All | -40.5% | -1.4% | -39.2% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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