+15.3%
SYY vs XYL
-23.3%
+38.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | +0.3% | -3.7% | +4.0% | +1.4% |
| 30D | -4.8% | -8.3% | +3.6% | -3.0% |
| 3M | -7.1% | -21.4% | +14.4% | -1.2% |
| 6M | +6.8% | -12.9% | +19.7% | +9.8% |
| YTD | +7.7% | -30.1% | +37.7% | +17.7% |
| 1Y | +5.7% | -35.2% | +40.8% | +18.3% |
| 3Y | +24.6% | -0.8% | +25.3% | +17.4% |
| All | +15.3% | -23.3% | +38.6% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling