+179.0%
SAP vs SYY
+102.5%
+76.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.7% |
| 7D | -0.3% | -0.2% | 0.0% | -0.2% |
| 30D | +0.3% | -2.7% | +3.0% | +1.0% |
| 3M | +16.9% | +5.9% | +11.0% | +15.0% |
| 6M | +6.3% | -2.3% | +8.7% | +6.2% |
| YTD | -12.4% | +13.1% | -25.5% | -16.7% |
| 1Y | -21.6% | +3.8% | -25.4% | -23.6% |
| 3Y | +54.8% | +26.7% | +28.0% | +40.2% |
| 5Y | +56.2% | +19.4% | +36.7% | +43.3% |
| 10Y | +179.0% | +112.0% | +67.1% | +116.0% |
| All | +179.0% | +102.5% | +76.6% | +116.0% |
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