+702.1%
XRT vs SPXU
-100.0%
+802.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.4% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | -4.2% | +0.8% | -5.0% | -3.8% |
| 3M | +5.1% | -4.7% | +9.8% | +4.1% |
| 6M | +2.4% | -29.6% | +32.0% | -8.0% |
| YTD | +3.2% | -29.9% | +33.1% | -7.0% |
| 1Y | +1.5% | -39.1% | +40.6% | -12.2% |
| 3Y | +40.6% | -80.0% | +120.6% | -9.2% |
| 5Y | -1.0% | -86.0% | +85.1% | -32.6% |
| 10Y | +128.4% | -99.5% | +227.9% | -32.2% |
| All | +702.1% | -100.0% | +802.1% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling