+39.9%
XRT vs SU
+120.3%
-80.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -3.6% | +1.7% | -5.2% | -3.8% |
| 30D | -6.7% | +9.6% | -16.3% | -7.9% |
| 3M | -1.4% | +11.7% | -13.1% | -3.1% |
| 6M | +1.7% | +21.9% | -20.2% | -2.7% |
| YTD | -1.5% | +58.6% | -60.1% | -11.6% |
| 1Y | -2.5% | +66.5% | -69.0% | -13.7% |
| All | +39.9% | +120.3% | -80.4% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling