+539.0%
XRT vs SUI
+1,166.8%
-627.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.1% |
| 7D | +2.3% | +8.8% | -6.5% | -1.4% |
| 30D | +9.8% | +8.9% | +0.9% | +5.7% |
| 3M | -0.2% | +2.0% | -2.2% | -1.2% |
| 6M | +8.4% | -0.6% | +9.0% | +8.2% |
| YTD | +7.5% | +1.3% | +6.2% | +6.2% |
| 1Y | +13.2% | +1.3% | +11.9% | +11.8% |
| 3Y | +52.0% | +16.3% | +35.7% | +38.2% |
| 5Y | -3.2% | -25.1% | +21.9% | +5.7% |
| 10Y | +157.1% | +121.1% | +36.0% | +64.5% |
| All | +539.0% | +1,166.8% | -627.7% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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