+513.3%
XRT vs SAN
+238.2%
+275.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +0.8% | +1.8% | -1.0% | +0.1% |
| 30D | -4.2% | +2.0% | -6.2% | -4.9% |
| 3M | +5.1% | +19.7% | -14.6% | -2.0% |
| 6M | +2.4% | +30.6% | -28.2% | -7.9% |
| YTD | +3.2% | +28.8% | -25.7% | -7.4% |
| 1Y | +1.5% | +57.8% | -56.2% | -15.7% |
| 3Y | +40.6% | +338.1% | -297.6% | -22.2% |
| 5Y | -1.0% | +384.2% | -385.2% | -48.8% |
| 10Y | +128.4% | +353.1% | -224.7% | +11.2% |
| All | +513.3% | +238.2% | +275.1% | +147.9% |
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