+186.3%
SE vs XRT
+45.1%
+141.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.4% |
| 7D | -6.1% | +0.8% | -6.9% | -6.5% |
| 30D | -2.5% | -4.2% | +1.7% | -0.3% |
| 3M | +21.7% | +5.1% | +16.6% | +18.3% |
| 6M | +27.0% | +2.4% | +24.6% | +24.9% |
| YTD | -12.1% | +3.2% | -15.3% | -14.1% |
| 1Y | -40.9% | +1.5% | -42.4% | -41.9% |
| All | +186.3% | +45.1% | +141.2% | +161.5% |
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