+168.5%
SYY vs XLRE
+109.5%
+58.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.5% |
| 7D | +3.9% | -1.2% | +5.1% | +4.8% |
| 30D | -1.7% | -2.4% | +0.7% | -0.1% |
| 3M | +5.2% | -2.5% | +7.7% | +6.9% |
| 6M | -0.2% | +4.0% | -4.2% | -3.4% |
| YTD | +15.4% | +9.3% | +6.1% | +7.6% |
| 1Y | +5.6% | +5.6% | 0.0% | +1.0% |
| 3Y | +28.9% | +31.3% | -2.4% | +2.4% |
| 5Y | +24.1% | +9.5% | +14.5% | +11.3% |
| 10Y | +116.2% | +89.0% | +27.3% | +33.0% |
| All | +168.5% | +109.5% | +58.9% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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