+123.0%
XRT vs SYY
+116.5%
+6.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | -3.2% | +3.9% | -7.1% | -4.8% |
| 30D | -4.5% | -1.7% | -2.7% | -3.8% |
| 3M | -3.1% | +5.2% | -8.3% | -5.3% |
| 6M | +4.2% | -0.2% | +4.4% | +3.3% |
| YTD | -0.1% | +15.4% | -15.5% | -7.7% |
| 1Y | -3.0% | +5.6% | -8.6% | -6.9% |
| 3Y | +41.8% | +28.9% | +12.9% | +23.2% |
| 5Y | -1.3% | +24.1% | -25.3% | -12.4% |
| All | +123.0% | +116.5% | +6.5% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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