+820.5%
XLB vs SYY
+1,082.1%
-261.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | +0.2% |
| 7D | -1.4% | -2.3% | +0.9% | -0.5% |
| 30D | -0.4% | -4.9% | +4.6% | +1.7% |
| 3M | +2.0% | +8.4% | -6.4% | -1.5% |
| 6M | +1.8% | -7.4% | +9.2% | +4.0% |
| YTD | +16.6% | +11.0% | +5.6% | +10.0% |
| 1Y | +16.9% | -0.2% | +17.2% | +15.2% |
| 3Y | +32.6% | +23.8% | +8.8% | +18.0% |
| 5Y | +35.6% | +18.1% | +17.5% | +21.7% |
| 10Y | +160.0% | +94.6% | +65.4% | +72.9% |
| All | +820.5% | +1,082.1% | -261.6% | +195.5% |
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