+3.6%
XLY vs SYY
+8.0%
-4.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.8% | +0.4% | +3.7% |
| 7D | +6.1% | -6.3% | +12.4% | +6.8% |
| 30D | +10.8% | +0.7% | +10.1% | +10.5% |
| 3M | +3.6% | -7.1% | +10.7% | +4.5% |
| 6M | +4.4% | +6.8% | -2.5% | +3.4% |
| YTD | +3.1% | +6.7% | -3.6% | +1.5% |
| 1Y | +3.6% | +7.5% | -4.0% | +1.6% |
| All | +3.6% | +8.0% | -4.4% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling