+538.9%
XRT vs SYY
+363.2%
+175.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | +7.5% | -4.8% | +12.3% | +10.0% |
| 3M | +2.2% | -7.1% | +9.2% | +5.7% |
| 6M | +14.7% | +6.8% | +7.9% | +10.1% |
| YTD | +7.5% | +7.7% | -0.2% | +1.0% |
| 1Y | +14.1% | +5.7% | +8.4% | +8.2% |
| 3Y | +58.8% | +24.6% | +34.2% | +36.0% |
| 5Y | -3.9% | +15.6% | -19.5% | -14.4% |
| 10Y | +137.7% | +87.9% | +49.8% | +41.2% |
| All | +538.9% | +363.2% | +175.7% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling