+196.1%
ON vs SYY
+687.7%
-491.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.2% |
| 7D | +12.2% | +0.3% | +11.9% | +12.1% |
| 30D | -3.1% | -4.8% | +1.6% | -1.1% |
| 3M | -12.9% | -7.1% | -5.8% | -10.2% |
| 6M | -38.6% | +6.8% | -45.4% | -42.5% |
| YTD | +31.2% | +7.7% | +23.6% | +21.0% |
| 1Y | +47.6% | +5.7% | +42.0% | +37.3% |
| 3Y | +6.6% | +24.6% | -17.9% | -12.1% |
| 5Y | +21.3% | +15.6% | +5.6% | +5.1% |
| 10Y | +533.3% | +87.9% | +445.4% | +293.5% |
| All | +196.1% | +687.7% | -491.6% | +17.3% |
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