-12.5%
SPGI vs SYY
+1.0%
-13.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.6% |
| 7D | +0.1% | -2.3% | +2.4% | +0.1% |
| 30D | +8.4% | -4.9% | +13.3% | +8.4% |
| 3M | +11.8% | +8.4% | +3.5% | +12.3% |
| 6M | +5.7% | -7.4% | +13.1% | +5.3% |
| YTD | -9.7% | +11.0% | -20.7% | -12.1% |
| 1Y | -12.5% | -0.2% | -12.2% | -13.3% |
| All | -12.5% | +1.0% | -13.4% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling