+32.0%
EMR vs SYY
+5.3%
+26.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +2.8% | +0.3% | +2.5% | +2.8% |
| 30D | +3.7% | -4.8% | +8.4% | +4.2% |
| 3M | +2.0% | -7.1% | +9.1% | +3.0% |
| 6M | +22.1% | +6.8% | +15.3% | +19.3% |
| YTD | +27.2% | +7.7% | +19.6% | +24.0% |
| 1Y | +32.0% | +5.7% | +26.3% | +29.5% |
| All | +32.0% | +5.3% | +26.8% | +29.5% |
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 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