+19.4%
SYY vs A
-16.2%
+35.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.5% |
| 7D | -0.2% | -4.4% | +4.2% | +0.7% |
| 30D | -2.7% | -2.7% | -0.1% | -2.3% |
| 3M | +5.9% | +7.0% | -1.2% | +4.0% |
| 6M | -2.3% | +24.6% | -26.9% | -7.8% |
| YTD | +13.1% | +7.0% | +6.1% | +10.5% |
| 1Y | +3.8% | +15.6% | -11.8% | -0.9% |
| 3Y | +26.7% | +29.9% | -3.2% | +13.5% |
| 5Y | +19.4% | -15.4% | +34.8% | +10.4% |
| All | +19.4% | -16.2% | +35.7% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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