+355.7%
SYY vs XYL
+449.8%
-94.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.8% | -0.5% |
| 7D | -2.3% | -5.0% | +2.7% | -0.3% |
| 30D | -4.9% | -13.2% | +8.3% | +0.4% |
| 3M | +8.4% | -3.7% | +12.1% | +9.5% |
| 6M | -7.4% | -17.7% | +10.3% | -0.5% |
| YTD | +11.0% | -21.5% | +32.5% | +20.8% |
| 1Y | -0.2% | -24.5% | +24.3% | +10.1% |
| 3Y | +23.8% | +6.9% | +16.8% | +15.3% |
| 5Y | +18.1% | -18.1% | +36.2% | +20.4% |
| 10Y | +94.6% | +134.7% | -40.1% | +36.4% |
| All | +355.7% | +449.8% | -94.1% | +166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling