+37.6%
XLC vs SYY
+22.4%
+15.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.3% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -0.9% | -2.7% | +1.8% | -0.1% |
| 3M | -0.3% | +5.9% | -6.2% | -2.2% |
| 6M | -5.2% | -2.3% | -2.9% | -5.2% |
| YTD | -5.3% | +13.1% | -18.4% | -10.7% |
| 1Y | -2.8% | +3.8% | -6.6% | -5.4% |
| 3Y | +71.2% | +26.7% | +44.5% | +49.6% |
| 5Y | +37.6% | +19.4% | +18.2% | +22.3% |
| All | +37.6% | +22.4% | +15.2% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling