+633.7%
XLU vs SYY
+1,115.5%
-481.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | -1.2% | +1.5% | -2.7% | -1.6% |
| 30D | -2.5% | -2.3% | -0.2% | -1.9% |
| 3M | -2.7% | +5.5% | -8.2% | -4.4% |
| 6M | -7.5% | -1.0% | -6.5% | -7.9% |
| YTD | +0.9% | +14.1% | -13.2% | -3.9% |
| 1Y | +3.3% | +5.6% | -2.3% | +0.5% |
| 3Y | +47.3% | +27.9% | +19.4% | +34.3% |
| 5Y | +44.4% | +22.7% | +21.7% | +31.5% |
| 10Y | +140.8% | +113.9% | +26.9% | +71.7% |
| All | +633.7% | +1,115.5% | -481.8% | +200.8% |
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