+368.4%
CSCO vs SYY
+112.2%
+256.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | -0.4% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -10.7% | -2.7% | -8.0% | -10.0% |
| 3M | -8.7% | +5.9% | -14.6% | -10.5% |
| 6M | +44.9% | -2.3% | +47.2% | +44.9% |
| YTD | +44.1% | +13.1% | +31.0% | +37.3% |
| 1Y | +65.9% | +3.8% | +62.1% | +61.9% |
| 3Y | +109.0% | +26.7% | +82.3% | +89.4% |
| 5Y | +114.8% | +19.4% | +95.3% | +97.0% |
| All | +368.4% | +112.2% | +256.1% | +257.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling