+958.5%
SLB vs SYY
+4,458.5%
-3,500.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.7% |
| 7D | +0.8% | -2.3% | +3.1% | +1.7% |
| 30D | +15.8% | -4.9% | +20.8% | +18.1% |
| 3M | -0.3% | +8.4% | -8.7% | -3.9% |
| 6M | +21.3% | -7.4% | +28.7% | +23.8% |
| YTD | +52.3% | +11.0% | +41.3% | +44.1% |
| 1Y | +63.6% | -0.2% | +63.8% | +61.3% |
| 3Y | +3.8% | +23.8% | -20.0% | -7.5% |
| 5Y | +128.6% | +18.1% | +110.5% | +104.8% |
| 10Y | -3.1% | +94.6% | -97.7% | -28.3% |
| All | +958.5% | +4,458.5% | -3,500.0% | +282.6% |
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 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