+136.0%
XLC vs SYY
+44.7%
+91.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.7% |
| 7D | +3.7% | +0.3% | +3.4% | +3.6% |
| 30D | -1.9% | -4.8% | +2.9% | -0.8% |
| 3M | -3.1% | -7.1% | +4.0% | -1.5% |
| 6M | -6.4% | +6.8% | -13.2% | -8.6% |
| YTD | -6.8% | +7.7% | -14.5% | -10.2% |
| 1Y | -1.7% | +5.7% | -7.4% | -4.8% |
| 3Y | +64.7% | +24.6% | +40.1% | +49.9% |
| 5Y | +41.1% | +15.6% | +25.5% | +31.2% |
| All | +136.0% | +44.7% | +91.3% | +99.8% |
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