+152.6%
XRT vs SFM
+146.8%
+5.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.5% |
| 7D | +2.5% | -10.2% | +12.7% | +4.8% |
| 30D | +10.3% | -23.9% | +34.2% | +15.8% |
| 3M | +2.4% | -42.3% | +44.6% | +13.9% |
| 6M | +10.0% | -40.1% | +50.1% | +20.6% |
| YTD | +9.5% | -37.8% | +47.3% | +18.0% |
| 1Y | +17.2% | -37.1% | +54.2% | +25.8% |
| 3Y | +62.0% | +21.5% | +40.4% | +41.8% |
| 5Y | -2.1% | +103.8% | -105.9% | -27.4% |
| 10Y | +152.6% | +142.0% | +10.6% | +72.2% |
| All | +152.6% | +146.8% | +5.8% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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