+56.9%
ON vs SYY
+22.4%
+34.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.2% |
| 7D | -1.9% | -0.2% | -1.6% | -1.8% |
| 30D | -11.0% | -2.7% | -8.3% | -9.9% |
| 3M | -39.3% | +5.9% | -45.2% | -41.9% |
| 6M | +19.8% | -2.3% | +22.2% | +19.0% |
| YTD | +31.1% | +13.1% | +18.0% | +18.6% |
| 1Y | +46.0% | +3.8% | +42.2% | +38.6% |
| 3Y | -27.5% | +26.7% | -54.2% | -42.5% |
| 5Y | +56.9% | +19.4% | +37.5% | +37.5% |
| All | +56.9% | +22.4% | +34.5% | +37.5% |
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 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