+74.2%
XLF vs SYY
+29.1%
+45.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -1.5% | +3.9% | -5.4% | -2.3% |
| 30D | -1.2% | -1.7% | +0.6% | -0.8% |
| 3M | +9.2% | +5.2% | +4.0% | +7.9% |
| 6M | +16.3% | -0.2% | +16.5% | +15.9% |
| YTD | +5.4% | +15.4% | -9.9% | -0.2% |
| 1Y | +7.6% | +5.6% | +2.0% | +5.1% |
| 3Y | +74.2% | +28.9% | +45.3% | +54.7% |
| All | +74.2% | +29.1% | +45.1% | +54.7% |
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