+572.1%
ON vs SYY
+114.2%
+458.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.7% |
| 7D | -4.7% | +1.5% | -6.2% | -5.6% |
| 30D | -13.5% | -2.3% | -11.2% | -12.4% |
| 3M | -36.3% | +5.5% | -41.8% | -39.3% |
| 6M | +17.8% | -1.0% | +18.7% | +15.6% |
| YTD | +29.6% | +14.1% | +15.5% | +15.2% |
| 1Y | +45.8% | +5.6% | +40.2% | +35.5% |
| 3Y | -28.3% | +27.9% | -56.2% | -43.3% |
| 5Y | +49.6% | +22.7% | +26.9% | +22.7% |
| All | +572.1% | +114.2% | +458.0% | +294.1% |
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