+113.8%
SYY vs XHB
+215.4%
-101.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.2% |
| 7D | +3.9% | -4.6% | +8.6% | +6.7% |
| 30D | -1.7% | -9.1% | +7.4% | +3.5% |
| 3M | +5.2% | -8.6% | +13.7% | +9.7% |
| 6M | -0.2% | -4.0% | +3.8% | +0.5% |
| YTD | +15.4% | -3.9% | +19.3% | +15.5% |
| 1Y | +5.6% | -16.5% | +22.1% | +14.5% |
| 3Y | +28.9% | +22.6% | +6.3% | +3.6% |
| 5Y | +24.1% | +33.9% | -9.9% | -9.8% |
| All | +113.8% | +215.4% | -101.6% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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