-6.4%
XLC vs SYY
+7.6%
-13.9%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +1.0% |
| 7D | +3.7% | +0.3% | +3.4% | +3.7% |
| 30D | -1.9% | -4.8% | +2.9% | -2.1% |
| 3M | -3.1% | -7.1% | +4.0% | -3.2% |
| 6M | -6.4% | +6.8% | -13.2% | -5.9% |
| All | -6.4% | +7.6% | -13.9% | -5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling