+632.8%
LYB vs SYY
+330.5%
+302.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.5% |
| 7D | +0.3% | +3.9% | -3.7% | -1.8% |
| 30D | +2.5% | -1.7% | +4.2% | +3.4% |
| 3M | +1.4% | +5.2% | -3.8% | -1.8% |
| 6M | -3.5% | -0.2% | -3.3% | -5.9% |
| YTD | +52.0% | +15.4% | +36.6% | +35.3% |
| 1Y | +22.1% | +5.6% | +16.5% | +14.4% |
| 3Y | -22.8% | +28.9% | -51.6% | -36.6% |
| 5Y | -3.4% | +24.1% | -27.4% | -21.0% |
| 10Y | +47.4% | +116.2% | -68.9% | -18.7% |
| All | +632.8% | +330.5% | +302.3% | +125.5% |
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 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