+379.5%
SYY vs XHB
+167.3%
+212.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.7% |
| 7D | -2.8% | +0.2% | -3.0% | -2.9% |
| 30D | -5.3% | -9.1% | +3.8% | -1.8% |
| 3M | +5.1% | -2.3% | +7.4% | +5.5% |
| 6M | -5.0% | -4.1% | -0.9% | -4.3% |
| YTD | +10.7% | -1.7% | +12.4% | +10.2% |
| 1Y | +0.7% | -15.1% | +15.8% | +6.0% |
| 3Y | +24.0% | +26.8% | -2.8% | +8.3% |
| 5Y | +19.3% | +37.3% | -18.1% | -1.1% |
| 10Y | +96.4% | +205.7% | -109.3% | +20.0% |
| All | +379.5% | +167.3% | +212.2% | +150.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling