+264.0%
SPOT vs XRT
+128.7%
+135.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.1% | -3.7% |
| 7D | -0.9% | +0.8% | -1.7% | -1.4% |
| 30D | +12.5% | -4.2% | +16.7% | +15.2% |
| 3M | +9.9% | +5.1% | +4.8% | +6.7% |
| 6M | +1.6% | +2.4% | -0.9% | -0.2% |
| YTD | -6.6% | +3.2% | -9.8% | -8.9% |
| 1Y | -22.9% | +1.5% | -24.5% | -24.5% |
| 3Y | +244.3% | +40.6% | +203.7% | +170.0% |
| 5Y | +117.8% | -1.0% | +118.8% | +104.1% |
| All | +264.0% | +128.7% | +135.3% | +127.4% |
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