+44.8%
XLP vs SYY
+24.4%
+20.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | +7.3% | -4.8% | +12.1% | +8.7% |
| 3M | +8.1% | -7.1% | +15.2% | +10.1% |
| 6M | +10.5% | +6.8% | +3.7% | +8.3% |
| YTD | +21.2% | +7.7% | +13.5% | +16.8% |
| 1Y | +22.7% | +5.7% | +17.0% | +19.1% |
| 3Y | +44.8% | +24.6% | +20.2% | +30.9% |
| All | +44.8% | +24.4% | +20.4% | +30.9% |
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