+747.7%
XRT vs SPXU
-100.0%
+847.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | -1.5% |
| 7D | -1.4% | +1.5% | -3.0% | -0.4% |
| 30D | +9.8% | +6.4% | +3.4% | +12.9% |
| 3M | +3.3% | +4.2% | -1.0% | +5.8% |
| 6M | +13.6% | -7.8% | +21.4% | +12.2% |
| YTD | +9.1% | -27.5% | +36.6% | +0.2% |
| 1Y | +15.1% | -27.1% | +42.2% | +6.3% |
| 3Y | +59.9% | -80.8% | +140.8% | +1.9% |
| 5Y | -1.7% | -84.1% | +82.4% | -29.9% |
| 10Y | +141.1% | -99.5% | +240.6% | -27.2% |
| All | +747.7% | -100.0% | +847.7% | -20.5% |
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