+123.0%
XRT vs SPYG
+424.6%
-301.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.7% |
| 7D | -3.2% | -0.9% | -2.3% | -2.5% |
| 30D | -4.5% | -1.5% | -3.0% | -3.3% |
| 3M | -3.1% | +3.7% | -6.8% | -6.5% |
| 6M | +4.2% | +16.4% | -12.2% | -9.1% |
| YTD | -0.1% | +13.3% | -13.4% | -11.0% |
| 1Y | -3.0% | +17.9% | -20.9% | -16.7% |
| 3Y | +41.8% | +98.3% | -56.5% | -24.2% |
| 5Y | -1.3% | +86.4% | -87.7% | -44.3% |
| All | +123.0% | +424.6% | -301.6% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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