+7.5%
SMR vs XRT
+16.2%
-8.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -1.8% |
| 7D | +13.1% | -2.4% | +15.5% | +15.3% |
| 30D | +17.8% | -6.9% | +24.7% | +25.3% |
| 3M | +8.1% | -0.4% | +8.5% | +7.1% |
| 6M | -11.1% | +2.2% | -13.3% | -13.3% |
| YTD | -23.7% | -0.7% | -23.0% | -23.0% |
| 1Y | -69.4% | -2.0% | -67.4% | -68.7% |
| 3Y | +82.6% | +41.0% | +41.6% | +50.0% |
| All | +7.5% | +16.2% | -8.7% | -14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling