+142.5%
XLC vs SYY
+49.2%
+93.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | -0.8% | -2.3% | +1.5% | -0.2% |
| 30D | +1.0% | -4.9% | +6.0% | +2.5% |
| 3M | -0.7% | +8.4% | -9.1% | -3.1% |
| 6M | -5.1% | -7.4% | +2.2% | -3.8% |
| YTD | -4.3% | +11.0% | -15.3% | -8.3% |
| 1Y | -0.6% | -0.2% | -0.3% | -1.7% |
| 3Y | +72.7% | +23.8% | +48.9% | +58.0% |
| 5Y | +38.0% | +18.1% | +19.9% | +27.9% |
| All | +142.5% | +49.2% | +93.3% | +104.2% |
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