+361.4%
SYY vs XME
+170.7%
+190.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | -4.8% | -6.1% | +1.3% | -3.4% |
| 3M | -7.1% | -18.6% | +11.6% | -2.5% |
| 6M | +6.8% | -23.9% | +30.7% | +13.1% |
| YTD | +7.7% | -9.3% | +17.0% | +8.2% |
| 1Y | +5.7% | +1.8% | +3.9% | +2.8% |
| 3Y | +24.6% | +93.0% | -68.4% | -0.7% |
| 5Y | +15.6% | +107.0% | -91.4% | -11.4% |
| 10Y | +87.9% | +266.9% | -179.0% | +18.7% |
| All | +361.4% | +170.7% | +190.7% | +163.3% |
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