+508.9%
XLP vs SYY
+1,082.1%
-573.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -1.0% | -2.3% | +1.3% | -0.3% |
| 30D | -0.9% | -4.9% | +4.1% | +0.6% |
| 3M | +3.8% | +8.4% | -4.6% | +1.3% |
| 6M | -1.7% | -7.4% | +5.6% | -0.1% |
| YTD | +10.3% | +11.0% | -0.7% | +5.8% |
| 1Y | +7.8% | -0.2% | +8.0% | +6.8% |
| 3Y | +27.2% | +23.8% | +3.4% | +17.1% |
| 5Y | +32.5% | +18.1% | +14.4% | +22.4% |
| 10Y | +101.8% | +94.6% | +7.2% | +46.5% |
| All | +508.9% | +1,082.1% | -573.2% | +118.3% |
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