-3.5%
LYB vs SYY
+0.6%
-4.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -0.5% |
| 7D | +0.3% | +3.9% | -3.7% | +1.8% |
| 30D | +2.5% | -1.7% | +4.2% | +1.7% |
| 3M | +1.4% | +5.2% | -3.8% | +3.8% |
| 6M | -3.5% | -0.2% | -3.3% | -0.6% |
| All | -3.5% | +0.6% | -4.1% | -0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling