+123.7%
XRT vs SM
+12.3%
+111.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.8% | -2.6% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -5.6% | +31.5% | -37.2% | -8.7% |
| 3M | +2.5% | +17.3% | -14.8% | +0.1% |
| 6M | +3.7% | +48.5% | -44.9% | -2.3% |
| YTD | +1.0% | +106.3% | -105.3% | -8.8% |
| 1Y | -1.2% | +47.3% | -48.5% | -7.4% |
| 3Y | +43.4% | -1.4% | +44.8% | +38.3% |
| 5Y | -0.7% | +114.0% | -114.8% | -14.0% |
| 10Y | +123.7% | +12.5% | +111.2% | +56.3% |
| All | +123.7% | +12.3% | +111.3% | +56.3% |
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