+123.7%
XRT vs SFM
+293.3%
-169.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | -0.7% |
| 7D | -0.3% | -5.8% | +5.6% | +1.0% |
| 30D | -5.6% | -11.4% | +5.7% | -3.3% |
| 3M | +2.5% | -12.2% | +14.7% | +5.0% |
| 6M | +3.7% | -5.2% | +8.8% | +3.6% |
| YTD | +1.0% | -4.5% | +5.4% | +0.3% |
| 1Y | -1.2% | -45.4% | +44.2% | +10.7% |
| 3Y | +43.4% | +91.1% | -47.7% | +15.2% |
| 5Y | -0.7% | +226.8% | -227.5% | -32.7% |
| 10Y | +123.7% | +291.9% | -168.2% | +38.1% |
| All | +123.7% | +293.3% | -169.6% | +38.1% |
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