+113.8%
SYY vs XYL
+150.5%
-36.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | +3.9% | +1.2% | +2.7% | +3.3% |
| 30D | -1.7% | -11.9% | +10.2% | +4.0% |
| 3M | +5.2% | -1.5% | +6.7% | +5.3% |
| 6M | -0.2% | -11.9% | +11.7% | +5.0% |
| YTD | +15.4% | -20.6% | +36.0% | +26.7% |
| 1Y | +5.6% | -23.5% | +29.1% | +17.8% |
| 3Y | +28.9% | +14.9% | +14.0% | +13.0% |
| 5Y | +24.1% | -15.3% | +39.4% | +25.0% |
| All | +113.8% | +150.5% | -36.6% | +25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling