+821.1%
XLB vs SYY
+1,046.7%
-225.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +5.2% | -4.8% | +9.9% | +7.0% |
| 3M | +0.3% | -7.1% | +7.4% | +2.9% |
| 6M | +1.2% | +6.8% | -5.6% | -2.2% |
| YTD | +16.6% | +7.7% | +9.0% | +11.0% |
| 1Y | +21.4% | +5.7% | +15.8% | +16.4% |
| 3Y | +43.2% | +24.6% | +18.7% | +26.7% |
| 5Y | +28.0% | +15.6% | +12.4% | +15.7% |
| 10Y | +164.8% | +87.9% | +76.8% | +78.3% |
| All | +821.1% | +1,046.7% | -225.6% | +198.1% |
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