+46.2%
EXC vs SYY
+18.1%
+28.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +1.2% | -2.8% | +4.0% | +2.0% |
| 30D | -2.7% | -5.3% | +2.6% | -1.2% |
| 3M | -1.0% | +5.1% | -6.0% | -2.4% |
| 6M | -9.3% | -5.0% | -4.3% | -8.4% |
| YTD | +3.6% | +10.7% | -7.1% | -0.6% |
| 1Y | +5.9% | +0.7% | +5.2% | +4.7% |
| 3Y | +21.3% | +24.0% | -2.8% | +10.6% |
| 5Y | +46.2% | +19.3% | +26.9% | +33.3% |
| All | +46.2% | +18.1% | +28.1% | +33.3% |
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 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