+1,111.5%
XLI vs SYY
+1,079.0%
+32.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.0% | -2.8% | +3.7% | +2.1% |
| 30D | -5.8% | -5.3% | -0.5% | -3.7% |
| 3M | +0.7% | +5.1% | -4.4% | -1.6% |
| 6M | +3.2% | -5.0% | +8.2% | +4.3% |
| YTD | +13.0% | +10.7% | +2.3% | +6.7% |
| 1Y | +16.8% | +0.7% | +16.1% | +14.5% |
| 3Y | +72.4% | +24.0% | +48.4% | +52.5% |
| 5Y | +82.8% | +19.3% | +63.5% | +62.3% |
| 10Y | +252.4% | +96.4% | +156.0% | +132.3% |
| All | +1,111.5% | +1,079.0% | +32.5% | +300.2% |
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