+485.6%
XRT vs SNY
+107.8%
+377.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -3.6% | -3.6% | +0.1% | -2.1% |
| 30D | -6.7% | -1.9% | -4.8% | -6.0% |
| 3M | -1.4% | -2.0% | +0.6% | -0.8% |
| 6M | +1.7% | +2.5% | -0.8% | +0.3% |
| YTD | -1.5% | -7.0% | +5.5% | +0.8% |
| 1Y | -2.5% | -4.4% | +1.9% | -1.6% |
| 3Y | +39.9% | -8.4% | +48.3% | +38.4% |
| 5Y | -2.6% | +9.5% | -12.2% | -13.2% |
| 10Y | +123.1% | +64.3% | +58.7% | +57.6% |
| All | +485.6% | +107.8% | +377.8% | +199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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