+230.9%
SPOT vs XRT
+39.2%
+191.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -6.9% | -3.6% | -3.3% | -5.7% |
| 30D | +4.1% | -6.7% | +10.8% | +6.6% |
| 3M | +3.7% | -1.4% | +5.1% | +4.2% |
| 6M | -1.6% | +1.7% | -3.3% | -2.1% |
| YTD | -10.2% | -1.5% | -8.7% | -10.0% |
| 1Y | -25.9% | -2.5% | -23.4% | -25.6% |
| All | +230.9% | +39.2% | +191.7% | +197.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling