+14,839.3%
SPGI vs SYY
+4,312.6%
+10,526.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +15.3% | -2.2% | +17.5% | +15.9% |
| 3M | +16.5% | -8.0% | +24.5% | +19.6% |
| 6M | +19.8% | +7.5% | +12.3% | +16.3% |
| YTD | -3.2% | +7.4% | -10.7% | -7.5% |
| 1Y | +1.8% | +4.9% | -3.1% | -1.8% |
| 3Y | +30.6% | +24.1% | +6.5% | +17.4% |
| 5Y | +16.0% | +13.4% | +2.7% | +6.6% |
| 10Y | +338.6% | +87.5% | +251.0% | +210.3% |
| All | +14,839.3% | +4,312.6% | +10,526.6% | +4,866.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling