+16.9%
JD vs SYY
+102.5%
-85.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.6% | -3.0% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | -19.3% | -2.7% | -16.6% | -18.8% |
| 3M | -6.0% | +5.9% | -11.9% | -7.4% |
| 6M | +1.8% | -2.3% | +4.1% | +1.8% |
| YTD | -2.6% | +13.1% | -15.7% | -6.3% |
| 1Y | -17.4% | +3.8% | -21.2% | -19.0% |
| 3Y | -8.6% | +26.7% | -35.3% | -15.0% |
| 5Y | -61.6% | +19.4% | -81.0% | -63.6% |
| 10Y | +16.9% | +112.0% | -95.1% | -1.5% |
| All | +16.9% | +102.5% | -85.6% | -1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling