+11.1%
SMR vs XRT
+18.1%
-7.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.2% | +17.4% | +17.2% |
| 7D | +21.4% | -0.3% | +21.6% | +21.3% |
| 30D | +13.8% | -5.6% | +19.5% | +19.6% |
| 3M | +3.9% | +2.5% | +1.4% | +0.1% |
| 6M | -4.2% | +3.7% | -7.9% | -7.8% |
| YTD | -21.1% | +1.0% | -22.1% | -21.6% |
| 1Y | -67.1% | -1.2% | -65.9% | -66.6% |
| 3Y | +88.9% | +43.4% | +45.5% | +52.7% |
| All | +11.1% | +18.1% | -7.0% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling