+70.3%
SE vs XRT
+49.6%
+20.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +1.0% |
| 7D | +2.0% | +0.9% | +1.1% | +1.6% |
| 30D | -20.0% | +7.9% | -27.9% | -23.0% |
| 3M | -31.8% | -0.2% | -31.6% | -31.8% |
| 6M | -15.9% | +5.6% | -21.4% | -18.3% |
| YTD | -40.6% | +5.7% | -46.3% | -42.5% |
| 1Y | -50.7% | +14.6% | -65.3% | -54.3% |
| 3Y | +70.3% | +50.7% | +19.6% | +66.9% |
| All | +70.3% | +49.6% | +20.7% | +66.9% |
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