+123.7%
XRT vs SAN
+338.5%
-214.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -0.3% | +3.3% | -3.6% | -1.4% |
| 30D | -5.6% | +1.1% | -6.7% | -6.0% |
| 3M | +2.5% | +22.2% | -19.7% | -4.9% |
| 6M | +3.7% | +36.0% | -32.3% | -7.8% |
| YTD | +1.0% | +28.2% | -27.3% | -9.0% |
| 1Y | -1.2% | +54.1% | -55.3% | -16.8% |
| 3Y | +43.4% | +354.2% | -310.9% | -21.2% |
| 5Y | -0.7% | +387.3% | -388.0% | -48.6% |
| 10Y | +123.7% | +334.8% | -211.1% | +13.6% |
| All | +123.7% | +338.5% | -214.8% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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