+775.5%
SPY vs XRT
+552.1%
+223.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +0.4% |
| 7D | +0.1% | +2.5% | -2.4% | -1.3% |
| 30D | -3.3% | +10.3% | -13.7% | -8.6% |
| 3M | -2.4% | +2.4% | -4.8% | -4.0% |
| 6M | +2.6% | +10.0% | -7.4% | -3.4% |
| YTD | +11.2% | +9.5% | +1.7% | +4.8% |
| 1Y | +13.4% | +17.2% | -3.8% | +2.9% |
| 3Y | +79.9% | +62.0% | +17.9% | +34.0% |
| 5Y | +72.2% | -2.1% | +74.3% | +64.4% |
| 10Y | +307.3% | +152.6% | +154.8% | +101.4% |
| All | +775.5% | +552.1% | +223.5% | +114.7% |
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