+311.1%
SPOT vs XRT
+138.3%
+172.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.1% |
| 7D | +1.6% | +1.7% | -0.1% | +0.6% |
| 30D | +16.9% | +7.5% | +9.4% | +12.3% |
| 3M | +23.0% | +2.2% | +20.8% | +21.5% |
| 6M | +42.2% | +14.7% | +27.5% | +31.4% |
| YTD | +5.5% | +7.5% | -2.0% | +0.6% |
| 1Y | -5.1% | +14.1% | -19.2% | -12.6% |
| 3Y | +257.9% | +58.8% | +199.1% | +161.5% |
| 5Y | +118.4% | -3.9% | +122.3% | +106.3% |
| All | +311.1% | +138.3% | +172.9% | +151.0% |
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