-31.9%
DIS vs SYY
+7.8%
-39.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.3% |
| 7D | +5.2% | -7.3% | +12.5% | +8.2% |
| 30D | +11.5% | +0.1% | +11.4% | +10.9% |
| 3M | +11.5% | -8.2% | +19.8% | +15.0% |
| 6M | +8.9% | +6.3% | +2.6% | +5.3% |
| YTD | +3.4% | +7.3% | -3.9% | -2.6% |
| 1Y | +7.2% | +8.5% | -1.3% | +0.4% |
| 3Y | +43.3% | +24.9% | +18.4% | +20.0% |
| All | -31.9% | +7.8% | -39.7% | -38.5% |
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