+58.8%
XRT vs SFM
+27.3%
+31.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | +1.7% | +6.0% | -4.3% | +0.8% |
| 30D | +7.5% | -19.5% | +27.0% | +10.3% |
| 3M | +2.2% | -37.0% | +39.2% | +9.0% |
| 6M | +14.7% | -41.0% | +55.7% | +23.2% |
| YTD | +7.5% | -34.6% | +42.1% | +12.8% |
| 1Y | +14.1% | -36.3% | +50.4% | +20.2% |
| 3Y | +58.8% | +24.5% | +34.2% | +30.3% |
| All | +58.8% | +27.3% | +31.4% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling