+793.7%
SPY vs XRT
+514.3%
+279.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.9% |
| 7D | +0.1% | +0.8% | -0.7% | -0.3% |
| 30D | +0.1% | -4.2% | +4.2% | +2.3% |
| 3M | +2.0% | +5.1% | -3.1% | -1.1% |
| 6M | +13.0% | +2.4% | +10.6% | +11.0% |
| YTD | +13.5% | +3.2% | +10.3% | +10.9% |
| 1Y | +20.0% | +1.5% | +18.4% | +17.8% |
| 3Y | +77.2% | +40.6% | +36.6% | +42.9% |
| 5Y | +81.9% | -1.0% | +82.9% | +72.4% |
| 10Y | +314.1% | +128.4% | +185.6% | +117.5% |
| All | +793.7% | +514.3% | +279.4% | +127.0% |
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