+65.1%
XLE vs SYY
+26.4%
+38.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.2% |
| 7D | -7.9% | -4.1% | -3.8% | -7.4% |
| 30D | -4.8% | +0.3% | -5.1% | -5.0% |
| 3M | +8.4% | -6.3% | +14.7% | +9.3% |
| 6M | +12.7% | +9.7% | +3.0% | +10.3% |
| YTD | +41.3% | +9.4% | +31.8% | +36.8% |
| 1Y | +42.3% | +7.3% | +35.0% | +38.4% |
| 3Y | +65.1% | +27.6% | +37.4% | +51.8% |
| All | +65.1% | +26.4% | +38.7% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling