+56.2%
SAP vs SYY
+26.6%
+29.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.3% |
| 7D | -0.3% | -0.2% | 0.0% | -0.2% |
| 30D | +0.3% | -2.7% | +3.0% | +0.5% |
| 3M | +16.9% | +5.9% | +11.0% | +16.5% |
| 6M | +6.3% | -2.3% | +8.7% | +6.7% |
| YTD | -12.4% | +13.1% | -25.5% | -14.3% |
| 1Y | -21.6% | +3.8% | -25.4% | -21.9% |
| All | +56.2% | +26.6% | +29.6% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling