+67.6%
SPY vs XRT
-5.3%
+73.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.1% |
| 7D | -2.7% | +0.9% | -3.6% | -3.2% |
| 30D | -5.4% | +7.9% | -13.3% | -8.9% |
| 3M | -4.1% | -0.2% | -3.9% | -4.3% |
| 6M | +0.7% | +5.6% | -4.9% | -2.4% |
| YTD | +8.7% | +5.7% | +3.0% | +5.1% |
| 1Y | +10.9% | +14.6% | -3.7% | +3.0% |
| 3Y | +75.0% | +50.7% | +24.3% | +40.1% |
| All | +67.6% | -5.3% | +73.0% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling