+5.1%
SPGI vs SYY
+18.1%
-13.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -2.5% | -2.8% | +0.3% | -1.7% |
| 30D | +5.4% | -5.3% | +10.7% | +7.0% |
| 3M | +9.0% | +5.1% | +4.0% | +7.5% |
| 6M | +0.8% | -5.0% | +5.8% | +1.6% |
| YTD | -12.6% | +10.7% | -23.3% | -16.9% |
| 1Y | -16.1% | +0.7% | -16.8% | -17.5% |
| 3Y | +19.0% | +24.0% | -5.1% | +6.4% |
| 5Y | +5.1% | +19.3% | -14.2% | -4.8% |
| All | +5.1% | +18.1% | -13.0% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling