+513.3%
XRT vs SM
+21.0%
+492.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.3% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | -4.2% | +26.3% | -30.5% | -7.4% |
| 3M | +5.1% | +8.7% | -3.6% | +3.1% |
| 6M | +2.4% | +51.7% | -49.3% | -5.0% |
| YTD | +3.2% | +99.0% | -95.9% | -8.2% |
| 1Y | +1.5% | +34.6% | -33.1% | -4.9% |
| 3Y | +40.6% | -7.8% | +48.3% | +35.9% |
| 5Y | -1.0% | +104.8% | -105.8% | -17.1% |
| 10Y | +128.4% | +7.2% | +121.2% | +57.2% |
| All | +513.3% | +21.0% | +492.3% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling