+314.6%
SPYM vs XRT
+125.1%
+189.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | -2.0% | -3.6% | +1.6% | -0.3% |
| 30D | -1.6% | -6.7% | +5.1% | +1.5% |
| 3M | +4.7% | -1.4% | +6.1% | +5.1% |
| 6M | +12.6% | +1.7% | +10.9% | +11.2% |
| YTD | +11.8% | -1.5% | +13.3% | +11.9% |
| 1Y | +17.5% | -2.5% | +20.0% | +18.0% |
| 3Y | +77.0% | +39.9% | +37.1% | +47.7% |
| 5Y | +82.6% | -2.6% | +85.2% | +75.7% |
| All | +314.6% | +125.1% | +189.5% | +129.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling