+528.0%
XRT vs SPY
+751.9%
-223.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -2.0% |
| 7D | +0.9% | -2.7% | +3.6% | +3.7% |
| 30D | +7.9% | -5.4% | +13.3% | +14.2% |
| 3M | -0.2% | -4.1% | +3.9% | +4.0% |
| 6M | +5.6% | +0.7% | +4.9% | +4.3% |
| YTD | +5.7% | +8.7% | -3.0% | -3.6% |
| 1Y | +14.6% | +10.9% | +3.7% | +2.3% |
| 3Y | +50.7% | +75.0% | -24.3% | -16.7% |
| 5Y | -4.8% | +67.8% | -72.6% | -44.1% |
| 10Y | +152.6% | +312.9% | -160.2% | -41.3% |
| All | +528.0% | +751.9% | -223.9% | -29.8% |
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