+77.0%
SO vs XRT
-5.3%
+82.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.9% |
| 7D | -1.5% | +0.9% | -2.3% | -1.6% |
| 30D | +8.1% | +7.9% | +0.1% | +7.2% |
| 3M | +0.2% | -0.2% | +0.4% | +0.2% |
| 6M | +0.4% | +5.6% | -5.2% | -0.3% |
| YTD | +8.5% | +5.7% | +2.8% | +7.7% |
| 1Y | +4.9% | +14.6% | -9.6% | +3.2% |
| 3Y | +47.9% | +50.7% | -2.8% | +39.3% |
| All | +77.0% | -5.3% | +82.4% | +68.1% |
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