+5.0%
SYK vs SYY
+22.1%
-17.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | -12.3% | +1.5% | -13.8% | -12.9% |
| 30D | -22.4% | -2.3% | -20.1% | -21.7% |
| 3M | -12.3% | +5.5% | -17.8% | -14.1% |
| 6M | -24.3% | -1.0% | -23.3% | -24.6% |
| YTD | -22.8% | +14.1% | -36.9% | -27.9% |
| 1Y | -28.8% | +5.6% | -34.3% | -31.3% |
| 3Y | -4.0% | +27.9% | -31.9% | -17.4% |
| All | +5.0% | +22.1% | -17.0% | -8.5% |
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 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