+548.6%
XRT vs SPY
+768.9%
-220.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +4.1% | -0.6% | +4.7% | +4.7% |
| 30D | +9.9% | -3.7% | +13.6% | +14.2% |
| 3M | +2.3% | -2.7% | +5.0% | +5.1% |
| 6M | +9.6% | +2.2% | +7.4% | +6.7% |
| YTD | +9.1% | +10.8% | -1.7% | -2.4% |
| 1Y | +16.2% | +11.2% | +5.0% | +3.5% |
| 3Y | +60.1% | +76.5% | -16.4% | -12.2% |
| 5Y | -0.5% | +72.9% | -73.4% | -43.3% |
| 10Y | +145.1% | +304.8% | -159.7% | -41.9% |
| All | +548.6% | +768.9% | -220.3% | -28.9% |
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