+119.9%
XRT vs SPXU
-99.5%
+219.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.1% |
| 7D | -3.6% | +6.4% | -9.9% | -1.4% |
| 30D | -6.7% | +5.9% | -12.6% | -4.6% |
| 3M | -1.4% | -11.7% | +10.3% | -5.0% |
| 6M | +1.7% | -28.7% | +30.4% | -8.2% |
| YTD | -1.5% | -26.4% | +24.9% | -9.6% |
| 1Y | -2.5% | -35.2% | +32.8% | -13.7% |
| 3Y | +39.9% | -79.8% | +119.7% | -9.2% |
| 5Y | -2.6% | -86.1% | +83.4% | -33.7% |
| All | +119.9% | -99.5% | +219.5% | -33.6% |
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