+59.5%
SAP vs SYY
+18.4%
+41.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -2.9% | -2.3% | -0.6% | -2.4% |
| 30D | +9.0% | -4.9% | +14.0% | +10.3% |
| 3M | +14.9% | +8.4% | +6.6% | +12.8% |
| 6M | +11.9% | -7.4% | +19.2% | +13.7% |
| YTD | -9.9% | +11.0% | -20.9% | -13.9% |
| 1Y | -19.5% | -0.2% | -19.3% | -20.3% |
| 3Y | +61.8% | +23.8% | +38.0% | +45.3% |
| All | +59.5% | +18.4% | +41.1% | +43.6% |
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