+147.8%
XEL vs SYY
+116.5%
+31.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | -0.3% | +3.9% | -4.2% | -1.2% |
| 30D | -3.9% | -1.7% | -2.2% | -3.6% |
| 3M | -2.8% | +5.2% | -8.0% | -4.0% |
| 6M | -5.4% | -0.2% | -5.2% | -5.9% |
| YTD | +3.8% | +15.4% | -11.6% | -0.5% |
| 1Y | +6.8% | +5.6% | +1.2% | +4.6% |
| 3Y | +45.6% | +28.9% | +16.7% | +35.4% |
| 5Y | +30.7% | +24.1% | +6.6% | +21.5% |
| All | +147.8% | +116.5% | +31.3% | +97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling