+1,019.2%
XLE vs SYY
+1,044.3%
-25.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | -0.2% | 0.0% | -0.2% | -0.3% |
| 30D | -4.0% | -2.2% | -1.8% | -3.5% |
| 3M | +4.6% | -8.0% | +12.7% | +7.7% |
| 6M | +12.3% | +7.5% | +4.8% | +7.6% |
| YTD | +44.5% | +7.4% | +37.1% | +36.4% |
| 1Y | +42.4% | +4.9% | +37.5% | +35.7% |
| 3Y | +67.0% | +24.1% | +42.9% | +45.1% |
| 5Y | +161.9% | +13.4% | +148.5% | +131.8% |
| 10Y | +173.9% | +87.5% | +86.3% | +85.9% |
| All | +1,019.2% | +1,044.3% | -25.1% | +315.8% |
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