+181.3%
XLE vs SYY
+102.5%
+78.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | -0.2% |
| 7D | +0.3% | -0.2% | +0.6% | +0.4% |
| 30D | +8.5% | -2.7% | +11.3% | +9.9% |
| 3M | +14.6% | +5.9% | +8.7% | +11.2% |
| 6M | +17.6% | -2.3% | +19.9% | +17.1% |
| YTD | +48.1% | +13.1% | +35.0% | +36.5% |
| 1Y | +53.8% | +3.8% | +50.0% | +47.5% |
| 3Y | +56.2% | +26.7% | +29.5% | +32.7% |
| 5Y | +227.7% | +19.4% | +208.3% | +178.8% |
| 10Y | +181.3% | +112.0% | +69.3% | +85.7% |
| All | +181.3% | +102.5% | +78.8% | +85.7% |
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