+788.5%
XLK vs SYY
+116.5%
+672.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +0.2% | +3.9% | -3.7% | -0.9% |
| 30D | -0.6% | -1.7% | +1.1% | -0.2% |
| 3M | +2.6% | +5.2% | -2.6% | +0.7% |
| 6M | +34.0% | -0.2% | +34.2% | +32.9% |
| YTD | +30.7% | +15.4% | +15.3% | +23.5% |
| 1Y | +39.2% | +5.6% | +33.6% | +34.9% |
| 3Y | +120.4% | +28.9% | +91.5% | +97.2% |
| 5Y | +148.8% | +24.1% | +124.7% | +125.4% |
| All | +788.5% | +116.5% | +672.0% | +569.6% |
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