+10.5%
SHW vs SYY
+20.0%
-9.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -4.5% | +1.5% | -6.0% | -5.1% |
| 30D | -12.7% | -2.3% | -10.4% | -11.9% |
| 3M | +4.7% | +5.5% | -0.8% | +2.5% |
| 6M | -3.4% | -1.0% | -2.5% | -3.8% |
| YTD | -1.3% | +14.1% | -15.5% | -7.7% |
| 1Y | -10.4% | +5.6% | -15.9% | -13.4% |
| 3Y | +20.1% | +27.9% | -7.8% | +5.0% |
| 5Y | +10.5% | +22.7% | -12.2% | -1.3% |
| All | +10.5% | +20.0% | -9.5% | -1.3% |
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