-5.4%
JD vs SYY
+1.0%
-6.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.1% | +1.9% |
| 7D | -1.7% | -2.3% | +0.6% | -1.6% |
| 30D | -13.2% | -4.9% | -8.2% | -13.0% |
| 3M | -3.2% | +8.4% | -11.6% | -3.4% |
| 6M | +15.2% | -7.4% | +22.6% | +14.7% |
| YTD | +2.0% | +11.0% | -9.0% | +1.4% |
| 1Y | -5.4% | -0.2% | -5.1% | -4.3% |
| All | -5.4% | +1.0% | -6.3% | -4.3% |
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 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