+141.3%
XLC vs SYY
+53.4%
+88.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -1.7% | +1.5% | -3.2% | -2.1% |
| 30D | +0.2% | -2.3% | +2.5% | +0.8% |
| 3M | +0.7% | +5.5% | -4.8% | -0.9% |
| 6M | -4.5% | -1.0% | -3.5% | -4.9% |
| YTD | -4.7% | +14.1% | -18.9% | -9.4% |
| 1Y | -1.5% | +5.6% | -7.1% | -4.3% |
| 3Y | +72.2% | +27.9% | +44.4% | +56.2% |
| 5Y | +39.3% | +22.7% | +16.6% | +27.7% |
| All | +141.3% | +53.4% | +88.0% | +101.6% |
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