+661.7%
SYY vs A
+539.8%
+121.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | +1.3% | +0.7% | +0.6% | +1.2% |
| 30D | -3.5% | +0.8% | -4.4% | -3.7% |
| 3M | -9.3% | +16.9% | -26.2% | -11.5% |
| 6M | +5.9% | +53.8% | -47.9% | -1.0% |
| YTD | +6.5% | +28.1% | -21.6% | +2.0% |
| 1Y | +4.0% | +15.0% | -11.0% | +1.2% |
| 3Y | +23.0% | +63.1% | -40.1% | +12.6% |
| 5Y | +14.3% | +11.5% | +2.9% | +9.7% |
| 10Y | +85.8% | +303.2% | -217.3% | +51.6% |
| All | +661.7% | +539.8% | +121.9% | +416.2% |
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