-0.5%
XRT vs SPXU
-83.3%
+82.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | +0.1% |
| 7D | +4.1% | +0.5% | +3.6% | +4.9% |
| 30D | +9.9% | +10.9% | -1.0% | +15.1% |
| 3M | +2.3% | +9.6% | -7.4% | +6.8% |
| 6M | +9.6% | -4.7% | +14.2% | +9.4% |
| YTD | +9.1% | -24.6% | +33.7% | +1.0% |
| 1Y | +16.2% | -24.7% | +41.0% | +8.0% |
| 3Y | +60.1% | -80.0% | +140.1% | -2.5% |
| 5Y | -0.5% | -83.5% | +83.0% | -30.9% |
| All | -0.5% | -83.3% | +82.8% | -30.9% |
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