+319.7%
SPY vs XRT
+120.9%
+198.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.3% |
| 7D | -0.4% | -2.4% | +2.0% | +0.7% |
| 30D | -1.4% | -6.9% | +5.6% | +1.9% |
| 3M | +3.7% | -0.4% | +4.1% | +3.6% |
| 6M | +13.0% | +2.2% | +10.8% | +11.4% |
| YTD | +12.4% | -0.7% | +13.1% | +12.1% |
| 1Y | +18.5% | -2.0% | +20.5% | +18.7% |
| 3Y | +77.6% | +41.0% | +36.6% | +48.0% |
| 5Y | +81.7% | -3.3% | +85.0% | +75.4% |
| 10Y | +319.7% | +124.8% | +194.8% | +131.5% |
| All | +319.7% | +120.9% | +198.7% | +131.5% |
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