+354.5%
SYY vs XYL
+466.0%
-111.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.2% | -1.4% |
| 7D | -2.8% | +1.8% | -4.6% | -3.5% |
| 30D | -5.3% | -9.2% | +3.9% | -1.7% |
| 3M | +5.1% | -0.3% | +5.4% | +4.7% |
| 6M | -5.0% | -11.0% | +6.0% | -1.2% |
| YTD | +10.7% | -19.2% | +29.9% | +19.1% |
| 1Y | +0.7% | -21.2% | +21.9% | +9.2% |
| 3Y | +24.0% | +18.6% | +5.4% | +10.7% |
| 5Y | +19.3% | -14.3% | +33.6% | +19.3% |
| 10Y | +96.4% | +141.0% | -44.6% | +36.1% |
| All | +354.5% | +466.0% | -111.5% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded XYL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling