+28.3%
XLP vs SYY
+24.3%
+4.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -1.0% | -2.3% | +1.3% | -0.4% |
| 30D | -0.9% | -4.9% | +4.1% | +0.6% |
| 3M | +3.8% | +8.4% | -4.6% | +1.5% |
| 6M | -1.7% | -7.4% | +5.6% | +0.2% |
| YTD | +10.3% | +11.0% | -0.7% | +5.5% |
| 1Y | +7.8% | -0.2% | +8.0% | +7.0% |
| All | +28.3% | +24.3% | +4.0% | +13.9% |
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