+21.0%
XYZ vs SYY
+9.8%
+11.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +3.0% |
| 7D | +14.9% | -4.1% | +19.0% | +13.9% |
| 30D | +14.7% | +0.3% | +14.3% | +14.3% |
| 3M | +12.1% | -6.3% | +18.5% | +10.6% |
| All | +21.0% | +9.8% | +11.2% | +33.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling