+694.1%
SYY vs A
+457.0%
+237.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -2.3% | -1.9% | -0.4% | -2.0% |
| 30D | -4.9% | +6.9% | -11.8% | -5.9% |
| 3M | +8.4% | +9.2% | -0.9% | +6.8% |
| 6M | -7.4% | +25.7% | -33.0% | -10.8% |
| YTD | +11.0% | +11.5% | -0.5% | +8.6% |
| 1Y | -0.2% | +18.4% | -18.6% | -3.4% |
| 3Y | +23.8% | +26.6% | -2.8% | +17.6% |
| 5Y | +18.1% | -12.8% | +30.9% | +17.3% |
| 10Y | +94.6% | +247.2% | -152.6% | +62.3% |
| All | +694.1% | +457.0% | +237.1% | +449.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling