+609.9%
SO vs XRT
+552.1%
+57.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.3% | +0.5% |
| 7D | -1.1% | +2.5% | -3.6% | -1.7% |
| 30D | +8.6% | +10.3% | -1.7% | +6.1% |
| 3M | +1.8% | +2.4% | -0.6% | +1.1% |
| 6M | +3.6% | +10.0% | -6.4% | +1.1% |
| YTD | +9.9% | +9.5% | +0.4% | +7.2% |
| 1Y | +5.7% | +17.2% | -11.5% | +1.5% |
| 3Y | +52.5% | +62.0% | -9.5% | +33.5% |
| 5Y | +77.3% | -2.1% | +79.4% | +72.0% |
| 10Y | +186.8% | +152.6% | +34.2% | +100.8% |
| All | +609.9% | +552.1% | +57.8% | +275.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling