+23.6%
SYY vs AGI
+400.3%
-376.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.1% |
| 7D | +3.9% | -2.7% | +6.7% | +4.1% |
| 30D | -1.7% | +7.2% | -9.0% | -2.2% |
| 3M | +5.2% | +4.3% | +0.9% | +4.7% |
| 6M | -0.2% | -27.1% | +26.9% | +1.2% |
| YTD | +15.4% | -6.6% | +22.0% | +15.4% |
| 1Y | +5.6% | +9.5% | -3.9% | +4.5% |
| 3Y | +28.9% | +208.4% | -179.6% | +17.8% |
| All | +23.6% | +400.3% | -376.7% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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