+1,920.9%
XEL vs SYY
+4,446.6%
-2,525.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +1.3% | -2.8% | +4.1% | +2.0% |
| 30D | -1.5% | -5.3% | +3.8% | -0.2% |
| 3M | -0.2% | +5.1% | -5.3% | -1.5% |
| 6M | -5.4% | -5.0% | -0.4% | -4.8% |
| YTD | +5.6% | +10.7% | -5.0% | +2.2% |
| 1Y | +10.5% | +0.7% | +9.8% | +9.3% |
| 3Y | +49.2% | +24.0% | +25.1% | +39.7% |
| 5Y | +30.1% | +19.3% | +10.8% | +21.7% |
| 10Y | +146.7% | +96.4% | +50.3% | +91.5% |
| All | +1,920.9% | +4,446.6% | -2,525.7% | +760.7% |
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 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