+536.2%
XRT vs SYY
+358.1%
+178.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -0.4% | +1.3% | -1.8% | -1.1% |
| 30D | +7.5% | -3.5% | +11.0% | +9.2% |
| 3M | +2.3% | -9.3% | +11.7% | +7.2% |
| 6M | +12.8% | +5.9% | +6.9% | +8.9% |
| YTD | +7.1% | +6.5% | +0.6% | +1.2% |
| 1Y | +12.3% | +4.0% | +8.2% | +7.4% |
| 3Y | +57.0% | +23.0% | +34.0% | +35.4% |
| 5Y | -4.3% | +14.3% | -18.7% | -14.3% |
| 10Y | +136.7% | +85.8% | +50.9% | +41.5% |
| All | +536.2% | +358.1% | +178.2% | +97.6% |
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 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