+342.0%
SYY vs XYL
+389.9%
-47.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | +0.3% | -3.7% | +4.0% | +1.8% |
| 30D | -4.8% | -8.3% | +3.6% | -2.3% |
| 3M | -7.1% | -21.4% | +14.4% | +1.0% |
| 6M | +6.8% | -12.9% | +19.7% | +11.0% |
| YTD | +7.7% | -30.1% | +37.7% | +21.4% |
| 1Y | +5.7% | -35.2% | +40.8% | +22.7% |
| 3Y | +24.6% | -0.8% | +25.3% | +18.3% |
| 5Y | +15.6% | -23.2% | +38.9% | +19.6% |
| 10Y | +87.9% | +101.2% | -13.3% | +37.6% |
| All | +342.0% | +389.9% | -47.9% | +167.4% |
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