+22.7%
SYY vs XHB
+30.4%
-7.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.7% |
| 7D | +1.5% | -5.2% | +6.8% | +3.4% |
| 30D | -2.3% | -12.1% | +9.8% | +2.0% |
| 3M | +5.5% | -6.2% | +11.7% | +7.3% |
| 6M | -1.0% | -6.7% | +5.7% | +0.5% |
| YTD | +14.1% | -5.5% | +19.6% | +15.1% |
| 1Y | +5.6% | -15.6% | +21.2% | +10.8% |
| 3Y | +27.9% | +22.0% | +5.9% | +12.3% |
| 5Y | +22.7% | +31.8% | -9.1% | +4.2% |
| All | +22.7% | +30.4% | -7.7% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling