+910.3%
XBI vs SYY
+384.3%
+525.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.0% |
| 7D | -4.6% | +1.5% | -6.1% | -5.2% |
| 30D | -0.8% | -2.3% | +1.5% | +0.1% |
| 3M | +21.8% | +5.5% | +16.3% | +18.9% |
| 6M | +23.2% | -1.0% | +24.1% | +22.4% |
| YTD | +28.7% | +14.1% | +14.6% | +20.0% |
| 1Y | +67.8% | +5.6% | +62.2% | +61.1% |
| 3Y | +100.6% | +27.9% | +72.8% | +75.5% |
| 5Y | +19.8% | +22.7% | -2.9% | +6.4% |
| 10Y | +159.7% | +113.9% | +45.8% | +59.4% |
| All | +910.3% | +384.3% | +525.9% | +281.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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