+2,233.8%
SAP vs SYY
+2,348.3%
-114.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | -2.9% | -2.3% | -0.6% | -2.2% |
| 30D | +9.0% | -4.9% | +14.0% | +10.8% |
| 3M | +14.9% | +8.4% | +6.6% | +11.8% |
| 6M | +11.9% | -7.4% | +19.2% | +13.6% |
| YTD | -9.9% | +11.0% | -20.9% | -14.5% |
| 1Y | -19.5% | -0.2% | -19.3% | -20.9% |
| 3Y | +61.8% | +23.8% | +38.0% | +45.7% |
| 5Y | +56.2% | +18.1% | +38.0% | +41.5% |
| 10Y | +180.6% | +94.6% | +86.0% | +96.3% |
| All | +2,233.8% | +2,348.3% | -114.5% | +695.8% |
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