-69.4%
SMR vs XRT
-2.7%
-66.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -1.4% |
| 7D | +13.1% | -2.4% | +15.5% | +15.7% |
| 30D | +17.8% | -6.9% | +24.7% | +27.6% |
| 3M | +8.1% | -0.4% | +8.5% | +4.5% |
| 6M | -11.1% | +2.2% | -13.3% | -17.2% |
| YTD | -23.7% | -0.7% | -23.0% | -25.0% |
| 1Y | -69.4% | -2.0% | -67.4% | -70.3% |
| All | -69.4% | -2.7% | -66.7% | -70.3% |
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 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