+37.2%
XRT vs SN
+659.6%
-622.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.3% |
| 7D | +0.9% | +7.2% | -6.3% | -0.7% |
| 30D | +7.9% | +20.4% | -12.4% | +3.4% |
| 3M | -0.2% | +23.9% | -24.1% | -5.3% |
| 6M | +5.6% | +93.0% | -87.5% | -10.0% |
| YTD | +5.7% | +99.2% | -93.6% | -11.0% |
| 1Y | +14.6% | +142.6% | -128.0% | -7.8% |
| 3Y | +50.7% | +398.8% | -348.1% | +9.5% |
| All | +37.2% | +659.6% | -622.4% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling