-4.7%
XRT vs S
-67.4%
+62.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.4% | -2.0% |
| 7D | +0.9% | -13.4% | +14.3% | +3.6% |
| 30D | +7.9% | -14.0% | +21.9% | +10.7% |
| 3M | -0.2% | +4.9% | -5.0% | -2.5% |
| 6M | +5.6% | +42.0% | -36.4% | -4.0% |
| YTD | +5.7% | +45.1% | -39.5% | -5.2% |
| 1Y | +14.6% | +33.1% | -18.5% | +4.3% |
| 3Y | +50.7% | +40.6% | +10.0% | +29.0% |
| All | -4.7% | -67.4% | +62.7% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling