+50.7%
XRT vs SM
-20.0%
+70.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.8% |
| 7D | +0.9% | -25.9% | +26.8% | +3.7% |
| 30D | +7.9% | -15.1% | +23.1% | +9.2% |
| 3M | -0.2% | +4.9% | -5.0% | -2.2% |
| 6M | +5.6% | +6.1% | -0.6% | +2.1% |
| YTD | +5.7% | +63.4% | -57.8% | -8.2% |
| 1Y | +14.6% | +72.5% | -57.9% | -2.0% |
| 3Y | +50.7% | -16.9% | +67.6% | +41.5% |
| All | +50.7% | -20.0% | +70.7% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling