+1,664.5%
DIS vs SYY
+4,352.2%
-2,687.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.4% |
| 7D | +4.4% | +4.7% | -0.3% | +2.5% |
| 30D | +10.3% | -0.7% | +11.0% | +10.2% |
| 3M | +15.5% | -6.8% | +22.3% | +18.2% |
| 6M | +11.2% | +8.6% | +2.6% | +7.1% |
| YTD | +5.6% | +8.4% | -2.8% | +0.4% |
| 1Y | +7.7% | +7.1% | +0.6% | +2.9% |
| 3Y | +39.3% | +25.2% | +14.1% | +23.6% |
| 5Y | -29.5% | +13.0% | -42.5% | -35.0% |
| 10Y | +36.3% | +88.9% | -52.6% | -3.1% |
| All | +1,664.5% | +4,352.2% | -2,687.8% | +320.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling