+18.4%
XRT vs SM
+70.4%
-52.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -15.3% | +20.8% | +3.7% |
| 7D | +8.0% | -21.5% | +29.5% | +5.4% |
| 30D | +13.0% | -11.4% | +24.4% | +11.6% |
| 3M | +1.7% | +0.6% | +1.1% | +1.6% |
| 6M | +12.6% | +0.2% | +12.3% | +12.9% |
| YTD | +10.7% | +69.7% | -59.0% | +6.7% |
| 1Y | +18.4% | +71.6% | -53.2% | +14.2% |
| All | +18.4% | +70.4% | -52.0% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling