+14.3%
SYY vs A
+12.3%
+2.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.4% |
| 7D | +1.3% | +0.7% | +0.6% | +1.2% |
| 30D | -3.5% | +0.8% | -4.4% | -3.8% |
| 3M | -9.3% | +16.9% | -26.2% | -12.7% |
| 6M | +5.9% | +53.8% | -47.9% | -4.9% |
| YTD | +6.5% | +28.1% | -21.6% | -0.3% |
| 1Y | +4.0% | +15.0% | -11.0% | +0.2% |
| 3Y | +23.0% | +63.1% | -40.1% | +3.5% |
| 5Y | +14.3% | +11.5% | +2.9% | +2.7% |
| All | +14.3% | +12.3% | +2.1% | +2.7% |
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