+11.6%
SPY vs XRT
+16.2%
-4.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +1.2% |
| 7D | +0.1% | +2.5% | -2.4% | -0.6% |
| 30D | -3.3% | +10.3% | -13.7% | -6.2% |
| 3M | -2.4% | +2.4% | -4.8% | -3.0% |
| 6M | +2.6% | +10.0% | -7.4% | -1.0% |
| YTD | +11.2% | +9.5% | +1.7% | +6.9% |
| All | +11.6% | +16.2% | -4.6% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling