+113.8%
SYY vs XME
+421.4%
-307.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | +3.9% | -4.2% | +8.2% | +5.5% |
| 30D | -1.7% | -2.7% | +1.0% | -1.1% |
| 3M | +5.2% | -3.9% | +9.1% | +5.8% |
| 6M | -0.2% | -1.0% | +0.8% | -1.6% |
| YTD | +15.4% | +9.8% | +5.6% | +8.5% |
| 1Y | +5.6% | +32.5% | -27.0% | -9.0% |
| 3Y | +28.9% | +124.3% | -95.5% | -14.0% |
| 5Y | +24.1% | +165.8% | -141.7% | -27.6% |
| All | +113.8% | +421.4% | -307.5% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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