+57.8%
XRT vs SW
+42.5%
+15.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.1% | +1.5% | +4.5% |
| 7D | +8.0% | +12.1% | -4.0% | +5.0% |
| 30D | +13.0% | +6.6% | +6.5% | +11.2% |
| 3M | +1.7% | -6.0% | +7.7% | +3.1% |
| 6M | +12.6% | +21.5% | -8.9% | +6.5% |
| YTD | +10.7% | +20.3% | -9.7% | +4.0% |
| 1Y | +18.4% | +28.1% | -9.8% | +9.3% |
| All | +57.8% | +42.5% | +15.3% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling