+1,024.7%
XLE vs SYY
+1,082.1%
-57.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.3% |
| 7D | +2.2% | -2.3% | +4.5% | +3.2% |
| 30D | +11.8% | -4.9% | +16.7% | +14.2% |
| 3M | +9.8% | +8.4% | +1.4% | +5.7% |
| 6M | +15.6% | -7.4% | +22.9% | +17.8% |
| YTD | +45.3% | +11.0% | +34.3% | +36.0% |
| 1Y | +48.3% | -0.2% | +48.5% | +45.3% |
| 3Y | +55.4% | +23.8% | +31.7% | +35.9% |
| 5Y | +216.1% | +18.1% | +198.0% | +176.4% |
| 10Y | +178.4% | +94.6% | +83.8% | +86.8% |
| All | +1,024.7% | +1,082.1% | -57.4% | +314.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling