+359.9%
CSCO vs SYY
+114.2%
+245.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | -1.1% | +1.5% | -2.6% | -1.5% |
| 30D | -10.8% | -2.3% | -8.5% | -10.2% |
| 3M | -9.2% | +5.5% | -14.7% | -10.9% |
| 6M | +39.5% | -1.0% | +40.5% | +39.0% |
| YTD | +41.5% | +14.1% | +27.4% | +34.4% |
| 1Y | +61.0% | +5.6% | +55.4% | +56.3% |
| 3Y | +105.2% | +27.9% | +77.3% | +85.5% |
| 5Y | +113.4% | +22.7% | +90.7% | +94.2% |
| All | +359.9% | +114.2% | +245.7% | +249.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling