+306.8%
SPOT vs XRT
+141.9%
+164.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +1.0% | +4.1% | -3.1% | -1.3% |
| 30D | +14.6% | +9.9% | +4.6% | +8.7% |
| 3M | +18.4% | +2.3% | +16.2% | +17.0% |
| 6M | +45.1% | +9.6% | +35.5% | +37.4% |
| YTD | +4.4% | +9.1% | -4.7% | -1.3% |
| 1Y | -2.7% | +16.2% | -18.9% | -11.4% |
| 3Y | +254.6% | +60.1% | +194.5% | +158.0% |
| 5Y | +124.8% | -0.5% | +125.2% | +108.8% |
| All | +306.8% | +141.9% | +164.9% | +146.3% |
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