+538.9%
XRT vs SPYG
+1,103.3%
-564.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.3% |
| 7D | +1.7% | +2.3% | -0.6% | -0.5% |
| 30D | +7.5% | -6.5% | +14.0% | +13.9% |
| 3M | +2.2% | -6.8% | +9.0% | +8.5% |
| 6M | +14.7% | -3.1% | +17.8% | +16.4% |
| YTD | +7.5% | +8.0% | -0.5% | -2.3% |
| 1Y | +14.1% | +10.2% | +3.9% | +1.5% |
| 3Y | +58.8% | +91.0% | -32.2% | -20.2% |
| 5Y | -3.9% | +67.7% | -71.7% | -45.0% |
| 10Y | +137.7% | +393.9% | -256.2% | -57.8% |
| All | +538.9% | +1,103.3% | -564.4% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling