+154.8%
SO vs SYY
+114.2%
+40.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -1.1% | +1.5% | -2.7% | -1.6% |
| 30D | -3.7% | -2.3% | -1.4% | -3.2% |
| 3M | -5.9% | +5.5% | -11.4% | -7.3% |
| 6M | -7.3% | -1.0% | -6.4% | -7.7% |
| YTD | +3.1% | +14.1% | -11.0% | -1.4% |
| 1Y | -1.0% | +5.6% | -6.6% | -3.3% |
| 3Y | +43.2% | +27.9% | +15.4% | +32.0% |
| 5Y | +59.1% | +22.7% | +36.4% | +46.2% |
| All | +154.8% | +114.2% | +40.6% | +106.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling