+0.3%
XRT vs SM
+107.8%
-107.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.4% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | -4.2% | +26.3% | -30.5% | -8.0% |
| 3M | +5.1% | +8.7% | -3.6% | +2.9% |
| 6M | +2.4% | +51.7% | -49.3% | -7.0% |
| YTD | +3.2% | +99.0% | -95.9% | -11.6% |
| 1Y | +1.5% | +34.6% | -33.1% | -6.4% |
| 3Y | +40.6% | -7.8% | +48.3% | +34.3% |
| All | +0.3% | +107.8% | -107.5% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling