+123.0%
XRT vs SU
+267.2%
-144.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -3.2% | +2.2% | -5.4% | -3.8% |
| 30D | -4.5% | +8.4% | -12.9% | -6.6% |
| 3M | -3.1% | +12.1% | -15.2% | -6.3% |
| 6M | +4.2% | +19.7% | -15.4% | -1.7% |
| YTD | -0.1% | +58.4% | -58.5% | -13.0% |
| 1Y | -3.0% | +67.2% | -70.3% | -16.9% |
| 3Y | +41.8% | +125.0% | -83.2% | +10.0% |
| 5Y | -1.3% | +355.1% | -356.3% | -40.0% |
| All | +123.0% | +267.2% | -144.3% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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