+123.7%
XRT vs SPY
+311.3%
-187.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.6% |
| 7D | -0.3% | +0.5% | -0.8% | -0.8% |
| 30D | -5.6% | -0.9% | -4.7% | -4.7% |
| 3M | +2.5% | +3.9% | -1.3% | -1.7% |
| 6M | +3.7% | +14.5% | -10.9% | -10.5% |
| YTD | +1.0% | +12.9% | -12.0% | -11.5% |
| 1Y | -1.2% | +19.4% | -20.6% | -18.4% |
| 3Y | +43.4% | +78.5% | -35.1% | -23.4% |
| 5Y | -0.7% | +81.8% | -82.5% | -47.2% |
| 10Y | +123.7% | +311.5% | -187.8% | -49.3% |
| All | +123.7% | +311.3% | -187.6% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling