+513.3%
XRT vs SPYG
+1,174.0%
-660.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +0.8% | +0.4% | +0.4% | +0.4% |
| 30D | -4.2% | -0.4% | -3.7% | -3.9% |
| 3M | +5.1% | +0.5% | +4.5% | +3.7% |
| 6M | +2.4% | +17.5% | -15.0% | -13.3% |
| YTD | +3.2% | +14.3% | -11.2% | -10.6% |
| 1Y | +1.5% | +21.7% | -20.2% | -17.5% |
| 3Y | +40.6% | +98.6% | -58.1% | -31.4% |
| 5Y | -1.0% | +85.1% | -86.1% | -48.1% |
| 10Y | +128.4% | +412.0% | -283.6% | -60.5% |
| All | +513.3% | +1,174.0% | -660.7% | -60.7% |
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