+236.6%
SAP vs SYY
+88.7%
+147.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | 0.0% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +6.5% | -4.8% | +11.3% | +7.8% |
| 3M | +12.2% | -7.1% | +19.3% | +14.2% |
| 6M | +46.1% | +6.8% | +39.3% | +42.8% |
| YTD | -1.6% | +7.7% | -9.3% | -5.4% |
| 1Y | -5.1% | +5.7% | -10.8% | -8.3% |
| 3Y | +68.4% | +24.6% | +43.8% | +52.8% |
| 5Y | +79.4% | +15.6% | +63.8% | +65.8% |
| All | +236.6% | +88.7% | +147.9% | +159.2% |
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