+114.8%
CSCO vs SYY
+22.4%
+92.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +45.1% |
| YTD | +44.1% | +13.1% | +31.0% | +36.8% |
| 1Y | +65.9% | +3.8% | +62.1% | +61.9% |
| 3Y | +109.0% | +26.7% | +82.3% | +86.0% |
| 5Y | +114.8% | +19.4% | +95.3% | +93.3% |
| All | +114.8% | +22.4% | +92.4% | +93.3% |
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