-68.9%
XYZ vs SYY
+18.7%
-87.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | +0.1% |
| 7D | -1.0% | -2.3% | +1.3% | +0.5% |
| 30D | -1.7% | -4.9% | +3.2% | +1.5% |
| 3M | +16.7% | +8.4% | +8.4% | +9.9% |
| 6M | +26.9% | -7.4% | +34.2% | +31.2% |
| YTD | +27.1% | +11.0% | +16.2% | +12.1% |
| 1Y | +9.3% | -0.2% | +9.5% | +5.0% |
| 3Y | +42.3% | +23.8% | +18.5% | +4.8% |
| All | -68.9% | +18.7% | -87.5% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling