-7.2%
SYK vs SYY
+27.8%
-35.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.2% |
| 7D | -12.3% | +1.5% | -13.8% | -12.7% |
| 30D | -22.4% | -2.3% | -20.1% | -22.0% |
| 3M | -12.3% | +5.5% | -17.8% | -13.5% |
| 6M | -24.3% | -1.0% | -23.3% | -24.5% |
| YTD | -22.8% | +14.1% | -36.9% | -26.2% |
| 1Y | -28.8% | +5.6% | -34.3% | -30.4% |
| All | -7.2% | +27.8% | -35.0% | -17.8% |
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 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