+248.8%
XLF vs SYY
+116.5%
+132.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | -1.5% | +3.9% | -5.4% | -3.1% |
| 30D | -1.2% | -1.7% | +0.6% | -0.5% |
| 3M | +9.2% | +5.2% | +4.0% | +6.7% |
| 6M | +16.3% | -0.2% | +16.5% | +15.0% |
| YTD | +5.4% | +15.4% | -9.9% | -2.9% |
| 1Y | +7.6% | +5.6% | +2.0% | +3.0% |
| 3Y | +74.2% | +28.9% | +45.3% | +50.3% |
| 5Y | +66.1% | +24.1% | +42.1% | +44.2% |
| All | +248.8% | +116.5% | +132.3% | +139.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling