-0.7%
XRT vs SPXU
-86.0%
+85.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -1.5% |
| 7D | -0.3% | -1.5% | +1.2% | -0.8% |
| 30D | -5.6% | +3.7% | -9.4% | -4.2% |
| 3M | +2.5% | -9.6% | +12.1% | -0.6% |
| 6M | +3.7% | -32.4% | +36.0% | -9.2% |
| YTD | +1.0% | -28.7% | +29.7% | -9.2% |
| 1Y | -1.2% | -38.2% | +37.0% | -15.2% |
| 3Y | +43.4% | -80.4% | +123.8% | -13.2% |
| 5Y | -0.7% | -86.0% | +85.3% | -35.4% |
| All | -0.7% | -86.0% | +85.3% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling