+86.7%
SYY vs AG
+76.0%
+10.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +1.3% |
| 7D | +0.3% | -10.0% | +10.3% | +0.9% |
| 30D | -4.8% | -10.5% | +5.7% | -4.3% |
| 3M | -7.1% | -27.3% | +20.2% | -5.6% |
| 6M | +6.8% | -43.0% | +49.8% | +9.5% |
| YTD | +7.7% | -17.9% | +25.6% | +7.5% |
| 1Y | +5.7% | +11.9% | -6.2% | +3.5% |
| 3Y | +24.6% | +201.8% | -177.3% | +11.7% |
| 5Y | +15.6% | -0.1% | +15.7% | +9.1% |
| All | +86.7% | +76.0% | +10.7% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling