+20.0%
ON vs SYY
+15.0%
+5.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.1% |
| 7D | +12.2% | +0.3% | +11.9% | +12.1% |
| 30D | -3.1% | -4.8% | +1.6% | -1.5% |
| 3M | -12.9% | -7.1% | -5.8% | -10.6% |
| 6M | -38.6% | +6.8% | -45.4% | -42.5% |
| YTD | +31.2% | +7.7% | +23.6% | +20.3% |
| 1Y | +47.6% | +5.7% | +42.0% | +36.6% |
| 3Y | +6.6% | +24.6% | -17.9% | -16.8% |
| All | +20.0% | +15.0% | +5.0% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling