+63.7%
SE vs XRT
+58.7%
+5.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -0.5% | +1.7% | -2.2% | -1.4% |
| 30D | -20.9% | +7.5% | -28.4% | -23.8% |
| 3M | -38.9% | +2.2% | -41.1% | -39.6% |
| 6M | -19.4% | +14.7% | -34.1% | -24.9% |
| YTD | -40.9% | +7.5% | -48.4% | -43.3% |
| 1Y | -46.2% | +14.1% | -60.3% | -50.0% |
| 3Y | +63.7% | +58.8% | +4.9% | +71.0% |
| All | +63.7% | +58.7% | +5.1% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling