+528.0%
XRT vs SM
-0.6%
+528.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.9% |
| 7D | +0.9% | -25.9% | +26.8% | +4.7% |
| 30D | +7.9% | -15.1% | +23.1% | +9.9% |
| 3M | -0.2% | +4.9% | -5.0% | -1.8% |
| 6M | +5.6% | +6.1% | -0.6% | +2.9% |
| YTD | +5.7% | +63.4% | -57.8% | -4.1% |
| 1Y | +14.6% | +72.5% | -57.9% | +3.1% |
| 3Y | +50.7% | -16.9% | +67.6% | +47.0% |
| 5Y | -4.8% | -10.6% | +5.8% | -11.1% |
| 10Y | +152.6% | +11.3% | +141.4% | +71.2% |
| All | +528.0% | -0.6% | +528.6% | +170.4% |
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