+374.4%
SYY vs XME
+246.2%
+128.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -2.8% | +3.6% | -6.4% | -3.7% |
| 30D | -5.3% | +3.6% | -8.9% | -6.3% |
| 3M | +5.1% | +1.2% | +3.9% | +4.1% |
| 6M | -5.0% | +9.0% | -14.0% | -8.2% |
| YTD | +10.7% | +15.9% | -5.2% | +4.8% |
| 1Y | +0.7% | +43.2% | -42.5% | -10.6% |
| 3Y | +24.0% | +137.4% | -113.3% | -6.0% |
| 5Y | +19.3% | +185.0% | -165.8% | -15.9% |
| 10Y | +96.4% | +409.5% | -313.1% | +14.7% |
| All | +374.4% | +246.2% | +128.2% | +154.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling