+169.4%
XLV vs SYY
+116.5%
+52.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -3.6% | +3.9% | -7.5% | -4.4% |
| 30D | -1.8% | -1.7% | -0.1% | -1.4% |
| 3M | +7.8% | +5.2% | +2.6% | +6.5% |
| 6M | +9.1% | -0.2% | +9.3% | +8.6% |
| YTD | +7.7% | +15.4% | -7.6% | +3.3% |
| 1Y | +20.4% | +5.6% | +14.8% | +17.9% |
| 3Y | +30.8% | +28.9% | +1.9% | +21.2% |
| 5Y | +34.6% | +24.1% | +10.6% | +25.0% |
| All | +169.4% | +116.5% | +52.9% | +116.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling