+133.2%
XRT vs SPXU
-99.5%
+232.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.8% |
| 7D | +1.7% | -7.6% | +9.3% | -0.9% |
| 30D | +7.5% | +5.3% | +2.2% | +10.2% |
| 3M | +2.2% | +9.6% | -7.4% | +6.5% |
| 6M | +14.7% | -4.5% | +19.2% | +14.7% |
| YTD | +7.5% | -25.9% | +33.4% | -0.4% |
| 1Y | +14.1% | -28.9% | +43.0% | +4.6% |
| 3Y | +58.8% | -80.5% | +139.2% | +1.9% |
| 5Y | -3.9% | -83.4% | +79.5% | -30.6% |
| All | +133.2% | -99.5% | +232.7% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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