-5.4%
CSCO vs SYY
+7.6%
-13.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.1% | -7.4% | -6.1% |
| 7D | +1.9% | +0.3% | +1.6% | +2.0% |
| 30D | -15.8% | -4.8% | -11.1% | -16.6% |
| 3M | -15.4% | -7.1% | -8.3% | -16.9% |
| 6M | -5.4% | +6.8% | -12.2% | +6.7% |
| All | -5.4% | +7.6% | -13.0% | +6.7% |
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