+145.1%
XRT vs SAN
+255.1%
-110.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +4.1% | +10.8% | -6.7% | +0.4% |
| 30D | +9.9% | -5.7% | +15.7% | +12.0% |
| 3M | +2.3% | -13.4% | +15.7% | +7.2% |
| 6M | +9.6% | +3.5% | +6.0% | +7.3% |
| YTD | +9.1% | +9.7% | -0.6% | +3.6% |
| 1Y | +16.2% | +20.9% | -4.6% | +6.4% |
| 3Y | +60.1% | +254.3% | -194.2% | -4.2% |
| 5Y | -0.5% | +304.2% | -304.7% | -45.2% |
| 10Y | +145.1% | +260.2% | -115.1% | +34.6% |
| All | +145.1% | +255.1% | -110.0% | +34.6% |
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