+1.0%
XRT vs SN
+46.9%
-46.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | +0.8% | -9.3% | +10.1% | +3.2% |
| 30D | -4.2% | -4.8% | +0.6% | -3.2% |
| 3M | +5.1% | +40.4% | -35.3% | -5.0% |
| 6M | +2.4% | +50.9% | -48.5% | -9.7% |
| YTD | +3.2% | +54.9% | -51.7% | -10.1% |
| All | +1.0% | +46.9% | -46.0% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling