+58.8%
XRT vs SN
+440.0%
-381.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.4% |
| 7D | +1.7% | +1.5% | +0.2% | +1.3% |
| 30D | +7.5% | +21.5% | -14.0% | +1.8% |
| 3M | +2.2% | +20.0% | -17.9% | -3.3% |
| 6M | +14.7% | +119.9% | -105.3% | -9.3% |
| YTD | +7.5% | +102.3% | -94.8% | -13.6% |
| 1Y | +14.1% | +148.0% | -133.9% | -13.6% |
| 3Y | +58.8% | +450.0% | -391.2% | -10.2% |
| All | +58.8% | +440.0% | -381.2% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling