+513.3%
XRT vs SPY
+790.2%
-276.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | -4.2% | +0.1% | -4.2% | -4.3% |
| 3M | +5.1% | +2.0% | +3.1% | +2.7% |
| 6M | +2.4% | +13.0% | -10.6% | -10.1% |
| YTD | +3.2% | +13.5% | -10.3% | -9.9% |
| 1Y | +1.5% | +20.0% | -18.4% | -16.3% |
| 3Y | +40.6% | +77.2% | -36.6% | -23.1% |
| 5Y | -1.0% | +81.9% | -82.9% | -46.4% |
| 10Y | +128.4% | +314.1% | -185.6% | -47.0% |
| All | +513.3% | +790.2% | -276.9% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling