+3.4%
XRT vs S
-48.9%
+52.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.0% | -4.4% | +2.2% |
| 7D | +2.5% | +1.6% | +0.9% | +2.1% |
| 30D | +10.3% | -10.5% | +20.8% | +12.2% |
| 3M | +2.4% | +9.9% | -7.5% | -0.7% |
| 6M | +10.0% | +41.8% | -31.8% | +0.7% |
| YTD | +9.5% | +56.8% | -47.3% | -2.6% |
| 1Y | +17.2% | +39.0% | -21.8% | +6.4% |
| 3Y | +62.0% | +53.8% | +8.2% | +38.0% |
| 5Y | -2.1% | -68.6% | +66.5% | -1.4% |
| All | +3.4% | -48.9% | +52.3% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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