+46.3%
XLU vs SYY
+29.1%
+17.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -1.6% | +3.9% | -5.5% | -2.5% |
| 30D | -3.3% | -1.7% | -1.6% | -2.9% |
| 3M | -3.2% | +5.2% | -8.3% | -4.3% |
| 6M | -7.0% | -0.2% | -6.8% | -7.2% |
| YTD | +0.6% | +15.4% | -14.7% | -3.8% |
| 1Y | +2.4% | +5.6% | -3.2% | +0.4% |
| 3Y | +46.3% | +28.9% | +17.4% | +29.0% |
| All | +46.3% | +29.1% | +17.1% | +29.0% |
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 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