+528.0%
XRT vs SAN
+169.3%
+358.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.9% |
| 7D | +0.9% | +4.9% | -4.0% | -0.8% |
| 30D | +7.9% | -13.0% | +20.9% | +13.4% |
| 3M | -0.2% | -18.9% | +18.7% | +7.3% |
| 6M | +5.6% | -4.1% | +9.7% | +6.3% |
| YTD | +5.7% | +2.6% | +3.1% | +2.7% |
| 1Y | +14.6% | +16.9% | -2.3% | +6.0% |
| 3Y | +50.7% | +239.1% | -188.4% | -8.6% |
| 5Y | -4.8% | +266.8% | -271.7% | -45.6% |
| 10Y | +152.6% | +246.0% | -93.4% | +35.7% |
| All | +528.0% | +169.3% | +358.8% | +174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling