+252.8%
SPOT vs XRT
+121.4%
+131.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | 0.0% |
| 7D | -3.1% | -3.2% | +0.1% | -1.3% |
| 30D | +7.4% | -4.5% | +11.9% | +10.2% |
| 3M | +8.2% | -3.1% | +11.3% | +10.0% |
| 6M | +2.2% | +4.2% | -2.0% | -0.5% |
| YTD | -9.5% | -0.1% | -9.4% | -10.0% |
| 1Y | -23.8% | -3.0% | -20.8% | -23.3% |
| 3Y | +233.5% | +41.8% | +191.7% | +159.7% |
| 5Y | +112.2% | -1.3% | +113.5% | +100.1% |
| All | +252.8% | +121.4% | +131.4% | +124.5% |
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