+99.6%
DE vs SYY
+23.4%
+76.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | -2.6% | +3.9% | -6.5% | -4.1% |
| 30D | +9.0% | -1.7% | +10.8% | +9.8% |
| 3M | +19.1% | +5.2% | +14.0% | +16.4% |
| 6M | +14.4% | -0.2% | +14.6% | +13.5% |
| YTD | +45.9% | +15.4% | +30.6% | +35.1% |
| 1Y | +43.6% | +5.6% | +38.0% | +38.3% |
| 3Y | +75.9% | +28.9% | +47.0% | +50.4% |
| All | +99.6% | +23.4% | +76.2% | +68.2% |
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