-2.6%
SLB vs SYY
+102.5%
-105.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.3% |
| 7D | -1.9% | -0.2% | -1.6% | -1.8% |
| 30D | +7.8% | -2.7% | +10.5% | +9.3% |
| 3M | +2.7% | +5.9% | -3.2% | -1.1% |
| 6M | +22.2% | -2.3% | +24.5% | +21.8% |
| YTD | +51.1% | +13.1% | +38.0% | +37.6% |
| 1Y | +63.3% | +3.8% | +59.6% | +55.9% |
| 3Y | +2.4% | +26.7% | -24.3% | -15.5% |
| 5Y | +139.3% | +19.4% | +119.9% | +98.1% |
| 10Y | -2.6% | +112.0% | -114.6% | -38.3% |
| All | -2.6% | +102.5% | -105.1% | -38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling