+53.8%
XLE vs SYY
+3.3%
+50.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.7% |
| 7D | +0.3% | -0.2% | +0.6% | +0.3% |
| 30D | +8.5% | -2.7% | +11.3% | +8.6% |
| 3M | +14.6% | +5.9% | +8.7% | +14.2% |
| 6M | +17.6% | -2.3% | +19.9% | +18.8% |
| YTD | +48.1% | +13.1% | +35.0% | +45.3% |
| 1Y | +53.8% | +3.8% | +50.0% | +52.9% |
| All | +53.8% | +3.3% | +50.5% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling