+58.1%
XRT vs SN
+425.1%
-367.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.0% |
| 7D | -0.4% | +1.4% | -1.8% | -0.8% |
| 30D | +7.5% | +16.6% | -9.1% | +3.0% |
| 3M | +2.3% | +18.3% | -15.9% | -2.7% |
| 6M | +12.8% | +103.1% | -90.2% | -8.7% |
| YTD | +7.1% | +96.7% | -89.7% | -13.2% |
| 1Y | +12.3% | +134.3% | -122.1% | -13.7% |
| All | +58.1% | +425.1% | -367.0% | -9.9% |
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