+2,475.8%
SAP vs SYY
+2,314.3%
+161.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.0% |
| 7D | +1.6% | -4.1% | +5.7% | +2.8% |
| 30D | +10.5% | +0.3% | +10.2% | +10.2% |
| 3M | +15.2% | -6.3% | +21.5% | +17.3% |
| 6M | +36.7% | +9.7% | +27.0% | +31.8% |
| YTD | -0.6% | +9.4% | -10.0% | -5.5% |
| 1Y | -4.1% | +7.3% | -11.4% | -8.3% |
| 3Y | +73.2% | +27.6% | +45.6% | +53.9% |
| 5Y | +74.1% | +12.5% | +61.6% | +60.2% |
| 10Y | +222.9% | +87.4% | +135.5% | +128.9% |
| All | +2,475.8% | +2,314.3% | +161.5% | +780.0% |
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 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