+19.3%
SYY vs ALB
-43.6%
+62.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.5% |
| 7D | -2.8% | -4.4% | +1.6% | -2.4% |
| 30D | -5.3% | -1.2% | -4.1% | -5.2% |
| 3M | +5.1% | -13.3% | +18.4% | +6.1% |
| 6M | -5.0% | -19.8% | +14.8% | -4.0% |
| YTD | +10.7% | -7.9% | +18.6% | +10.0% |
| 1Y | +0.7% | +60.2% | -59.5% | -5.8% |
| 3Y | +24.0% | -26.4% | +50.5% | +24.0% |
| 5Y | +19.3% | -42.5% | +61.8% | +20.1% |
| All | +19.3% | -43.6% | +62.9% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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