+152.4%
XRT vs SW
+185.4%
-33.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.6% |
| 7D | +2.3% | +4.7% | -2.3% | +1.7% |
| 30D | +9.8% | +5.0% | +4.8% | +9.1% |
| 3M | -0.2% | -7.3% | +7.2% | +0.8% |
| 6M | +8.4% | +15.0% | -6.6% | +6.1% |
| YTD | +7.5% | +18.5% | -11.0% | +4.5% |
| 1Y | +13.2% | +27.1% | -14.0% | +9.0% |
| 3Y | +52.0% | +49.3% | +2.7% | +43.6% |
| 5Y | -3.2% | -1.6% | -1.5% | -7.6% |
| All | +152.4% | +185.4% | -33.0% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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