+253.9%
XLI vs SYY
+116.5%
+137.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | -1.7% | +3.9% | -5.6% | -3.1% |
| 30D | -7.3% | -1.7% | -5.5% | -6.7% |
| 3M | -1.3% | +5.2% | -6.5% | -3.5% |
| 6M | +2.2% | -0.2% | +2.4% | +1.3% |
| YTD | +11.7% | +15.4% | -3.7% | +4.1% |
| 1Y | +14.3% | +5.6% | +8.7% | +10.1% |
| 3Y | +70.3% | +28.9% | +41.5% | +49.4% |
| 5Y | +82.3% | +24.1% | +58.3% | +60.6% |
| All | +253.9% | +116.5% | +137.4% | +151.1% |
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