+755.3%
SPY vs XRT
+529.0%
+226.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.2% |
| 7D | -2.7% | +0.9% | -3.6% | -3.3% |
| 30D | -5.4% | +7.9% | -13.3% | -9.5% |
| 3M | -4.1% | -0.2% | -3.9% | -4.4% |
| 6M | +0.7% | +5.6% | -4.9% | -3.0% |
| YTD | +8.7% | +5.7% | +3.0% | +4.4% |
| 1Y | +10.9% | +14.6% | -3.7% | +1.8% |
| 3Y | +75.0% | +50.7% | +24.3% | +35.6% |
| 5Y | +67.8% | -4.8% | +72.6% | +62.7% |
| 10Y | +312.9% | +152.6% | +160.2% | +103.5% |
| All | +755.3% | +529.0% | +226.3% | +113.8% |
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