+145.1%
XRT vs SM
+4.2%
+140.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | +4.1% | -19.5% | +23.6% | +6.4% |
| 30D | +9.9% | -20.2% | +30.1% | +12.3% |
| 3M | +2.3% | -6.5% | +8.8% | +2.3% |
| 6M | +9.6% | +1.6% | +8.0% | +7.8% |
| YTD | +9.1% | +61.2% | -52.1% | +0.7% |
| 1Y | +16.2% | +65.4% | -49.1% | +6.8% |
| 3Y | +60.1% | -13.0% | +73.1% | +55.9% |
| 5Y | -0.5% | -4.3% | +3.8% | -6.5% |
| 10Y | +145.1% | +3.0% | +142.1% | +72.8% |
| All | +145.1% | +4.2% | +140.9% | +72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling