+176.5%
XLE vs SYY
+86.6%
+89.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.9% |
| 7D | +4.4% | +1.3% | +3.1% | +3.7% |
| 30D | -4.3% | -3.5% | -0.7% | -3.2% |
| 3M | +6.0% | -9.3% | +15.4% | +10.1% |
| 6M | +13.2% | +5.9% | +7.3% | +8.8% |
| YTD | +46.7% | +6.5% | +40.3% | +38.0% |
| 1Y | +46.6% | +4.0% | +42.6% | +39.4% |
| 3Y | +69.6% | +23.0% | +46.6% | +44.8% |
| 5Y | +166.5% | +14.3% | +152.2% | +129.2% |
| All | +176.5% | +86.6% | +89.9% | +92.0% |
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