+2,450.7%
EXC vs SYY
+4,312.6%
-1,861.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +8.3% | -2.2% | +10.5% | +8.8% |
| 3M | +2.6% | -8.0% | +10.7% | +4.8% |
| 6M | +5.2% | +7.5% | -2.3% | +2.7% |
| YTD | +7.5% | +7.4% | +0.1% | +4.1% |
| 1Y | +3.2% | +4.9% | -1.7% | +0.5% |
| 3Y | +29.5% | +24.1% | +5.4% | +19.3% |
| 5Y | +39.7% | +13.4% | +26.3% | +30.8% |
| 10Y | +200.1% | +87.5% | +112.5% | +130.8% |
| All | +2,450.7% | +4,312.6% | -1,861.9% | +897.4% |
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