+513.3%
XRT vs SYY
+377.5%
+135.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.6% |
| 7D | +0.8% | -2.3% | +3.1% | +2.0% |
| 30D | -4.2% | -4.9% | +0.8% | -1.7% |
| 3M | +5.1% | +8.4% | -3.3% | +0.6% |
| 6M | +2.4% | -7.4% | +9.8% | +5.2% |
| YTD | +3.2% | +11.0% | -7.8% | -4.2% |
| 1Y | +1.5% | -0.2% | +1.8% | -0.5% |
| 3Y | +40.6% | +23.8% | +16.8% | +21.3% |
| 5Y | -1.0% | +18.1% | -19.1% | -12.6% |
| 10Y | +128.4% | +94.6% | +33.8% | +33.0% |
| All | +513.3% | +377.5% | +135.8% | +87.1% |
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