+552.8%
XLP vs SYY
+1,043.1%
-490.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.4% | -1.9% |
| 7D | +0.7% | -7.3% | +8.0% | +2.9% |
| 30D | +10.3% | +0.1% | +10.2% | +10.1% |
| 3M | +6.5% | -8.2% | +14.8% | +9.1% |
| 6M | +8.4% | +6.3% | +2.1% | +6.1% |
| YTD | +18.2% | +7.3% | +10.9% | +14.3% |
| 1Y | +22.4% | +8.5% | +14.0% | +18.0% |
| 3Y | +41.9% | +24.9% | +17.0% | +30.0% |
| 5Y | +40.9% | +8.0% | +32.8% | +33.6% |
| 10Y | +128.4% | +107.2% | +21.2% | +61.6% |
| All | +552.8% | +1,043.1% | -490.3% | +136.0% |
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