+225.7%
XLE vs SYY
+18.1%
+207.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | 0.0% | -2.8% | +2.8% | +0.7% |
| 30D | +12.6% | -5.3% | +17.9% | +14.2% |
| 3M | +11.8% | +5.1% | +6.8% | +10.2% |
| 6M | +16.1% | -5.0% | +21.1% | +17.1% |
| YTD | +46.9% | +10.7% | +36.2% | +40.7% |
| 1Y | +53.3% | +0.7% | +52.6% | +51.3% |
| 3Y | +54.9% | +24.0% | +30.9% | +40.5% |
| 5Y | +225.7% | +19.3% | +206.4% | +185.8% |
| All | +225.7% | +18.1% | +207.6% | +185.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling