+889.2%
XLV vs SYY
+1,128.8%
-239.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -3.6% | +3.9% | -7.5% | -4.6% |
| 30D | -1.8% | -1.7% | -0.1% | -1.4% |
| 3M | +7.8% | +5.2% | +2.6% | +6.2% |
| 6M | +9.1% | -0.2% | +9.3% | +8.5% |
| YTD | +7.7% | +15.4% | -7.6% | +2.3% |
| 1Y | +20.4% | +5.6% | +14.8% | +17.3% |
| 3Y | +30.8% | +28.9% | +1.9% | +19.2% |
| 5Y | +34.6% | +24.1% | +10.6% | +22.6% |
| 10Y | +173.4% | +116.2% | +57.1% | +93.5% |
| All | +889.2% | +1,128.8% | -239.6% | +312.0% |
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