+2,340.5%
EXC vs SYY
+4,458.5%
-2,118.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | +0.3% | -2.3% | +2.6% | +1.0% |
| 30D | -3.7% | -4.9% | +1.2% | -2.3% |
| 3M | -1.3% | +8.4% | -9.7% | -3.6% |
| 6M | -9.7% | -7.4% | -2.4% | -8.3% |
| YTD | +2.9% | +11.0% | -8.1% | -1.1% |
| 1Y | +4.4% | -0.2% | +4.6% | +3.4% |
| 3Y | +22.2% | +23.8% | -1.6% | +12.8% |
| 5Y | +46.7% | +18.1% | +28.6% | +35.8% |
| 10Y | +155.3% | +94.6% | +60.8% | +94.6% |
| All | +2,340.5% | +4,458.5% | -2,118.0% | +847.6% |
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