-2.6%
XRT vs S
-56.8%
+54.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +0.8% | -7.7% | +8.5% | +2.3% |
| 30D | -4.2% | -5.3% | +1.1% | -3.6% |
| 3M | +5.1% | +20.3% | -15.2% | +0.4% |
| 6M | +2.4% | +47.4% | -45.0% | -6.9% |
| YTD | +3.2% | +32.5% | -29.3% | -4.4% |
| 1Y | +1.5% | +9.5% | -8.0% | -2.8% |
| 3Y | +40.6% | +15.5% | +25.0% | +27.5% |
| 5Y | -1.0% | -71.2% | +70.2% | +2.1% |
| All | -2.6% | -56.8% | +54.2% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling