-3.3%
XRT vs SYY
+22.4%
-25.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.7% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -6.9% | -2.7% | -4.2% | -5.7% |
| 3M | -0.4% | +5.9% | -6.3% | -3.5% |
| 6M | +2.2% | -2.3% | +4.6% | +2.3% |
| YTD | -0.7% | +13.1% | -13.8% | -9.4% |
| 1Y | -2.0% | +3.8% | -5.8% | -6.0% |
| 3Y | +41.0% | +26.7% | +14.3% | +16.1% |
| 5Y | -3.3% | +19.4% | -22.7% | -17.7% |
| All | -3.3% | +22.4% | -25.7% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling