+513.3%
XRT vs SU
+221.3%
+292.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +0.8% | +3.6% | -2.8% | -0.2% |
| 30D | -4.2% | +7.9% | -12.1% | -6.2% |
| 3M | +5.1% | +3.5% | +1.6% | +3.5% |
| 6M | +2.4% | +19.0% | -16.5% | -3.4% |
| YTD | +3.2% | +55.0% | -51.8% | -9.6% |
| 1Y | +1.5% | +71.2% | -69.7% | -13.7% |
| 3Y | +40.6% | +117.4% | -76.9% | +10.1% |
| 5Y | -1.0% | +335.2% | -336.1% | -38.4% |
| 10Y | +128.4% | +248.7% | -120.3% | +40.0% |
| All | +513.3% | +221.3% | +292.0% | +198.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling