+47.9%
DE vs SYY
+1.0%
+46.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.2% |
| 7D | +10.0% | -2.3% | +12.3% | +10.6% |
| 30D | +13.3% | -4.9% | +18.3% | +14.6% |
| 3M | +17.5% | +8.4% | +9.1% | +15.2% |
| 6M | +13.6% | -7.4% | +20.9% | +15.5% |
| YTD | +49.8% | +11.0% | +38.8% | +46.0% |
| 1Y | +47.9% | -0.2% | +48.1% | +45.4% |
| All | +47.9% | +1.0% | +46.9% | +45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling