+19.0%
SPGI vs SYY
+25.4%
-6.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | -2.5% | -2.8% | +0.3% | -2.0% |
| 30D | +5.4% | -5.3% | +10.7% | +6.4% |
| 3M | +9.0% | +5.1% | +4.0% | +8.1% |
| 6M | +0.8% | -5.0% | +5.8% | +1.5% |
| YTD | -12.6% | +10.7% | -23.3% | -16.2% |
| 1Y | -16.1% | +0.7% | -16.8% | -17.1% |
| 3Y | +19.0% | +24.0% | -5.1% | +6.5% |
| All | +19.0% | +25.4% | -6.4% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling