+415.1%
XLF vs SYY
+1,079.0%
-664.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | +0.2% | -2.8% | +2.9% | +1.6% |
| 30D | -0.5% | -5.3% | +4.8% | +2.2% |
| 3M | +10.6% | +5.1% | +5.6% | +7.6% |
| 6M | +14.3% | -5.0% | +19.3% | +15.5% |
| YTD | +5.5% | +10.7% | -5.2% | -2.2% |
| 1Y | +9.6% | +0.7% | +8.9% | +6.4% |
| 3Y | +75.2% | +24.0% | +51.1% | +50.3% |
| 5Y | +65.5% | +19.3% | +46.3% | +42.5% |
| 10Y | +246.4% | +96.4% | +150.0% | +105.2% |
| All | +415.1% | +1,079.0% | -664.0% | +28.4% |
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