+282.9%
SPGI vs SYY
+116.5%
+166.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -7.4% | +3.9% | -11.3% | -8.6% |
| 30D | +0.4% | -1.7% | +2.1% | +0.9% |
| 3M | +5.3% | +5.2% | +0.1% | +3.4% |
| 6M | +1.7% | -0.2% | +1.9% | +0.8% |
| YTD | -16.4% | +15.4% | -31.7% | -21.7% |
| 1Y | -20.5% | +5.6% | -26.1% | -23.3% |
| 3Y | +14.2% | +28.9% | -14.6% | +1.6% |
| 5Y | +0.6% | +24.1% | -23.5% | -10.3% |
| All | +282.9% | +116.5% | +166.4% | +163.2% |
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