+1,106.7%
XLY vs SYY
+1,128.8%
-22.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | -1.7% | +3.9% | -5.6% | -3.3% |
| 30D | -4.2% | -1.7% | -2.4% | -3.5% |
| 3M | -2.7% | +5.2% | -7.9% | -4.9% |
| 6M | -0.6% | -0.2% | -0.4% | -1.6% |
| YTD | -5.0% | +15.4% | -20.4% | -11.9% |
| 1Y | -4.1% | +5.6% | -9.7% | -7.9% |
| 3Y | +33.6% | +28.9% | +4.7% | +16.4% |
| 5Y | +28.7% | +24.1% | +4.6% | +13.5% |
| 10Y | +219.6% | +116.2% | +103.4% | +98.7% |
| All | +1,106.7% | +1,128.8% | -22.1% | +259.4% |
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