+82.3%
SPYM vs XRT
-1.7%
+84.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.4% |
| 7D | +0.6% | -0.3% | +0.8% | +0.7% |
| 30D | -0.9% | -5.6% | +4.7% | +1.7% |
| 3M | +3.9% | +2.5% | +1.4% | +2.4% |
| 6M | +14.5% | +3.7% | +10.9% | +12.1% |
| YTD | +13.0% | +1.0% | +12.0% | +11.9% |
| 1Y | +19.4% | -1.2% | +20.6% | +19.2% |
| 3Y | +78.9% | +43.4% | +35.5% | +47.4% |
| 5Y | +82.3% | -0.7% | +83.1% | +69.5% |
| All | +82.3% | -1.7% | +84.0% | +69.5% |
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 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