+2,339.9%
SYY vs ALB
+2,835.3%
-495.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.2% | -0.5% |
| 7D | -2.3% | -8.1% | +5.8% | -0.9% |
| 30D | -4.9% | +6.3% | -11.2% | -6.1% |
| 3M | +8.4% | -23.6% | +32.0% | +12.9% |
| 6M | -7.4% | -24.6% | +17.3% | -4.1% |
| YTD | +11.0% | -10.3% | +21.3% | +10.4% |
| 1Y | -0.2% | +61.5% | -61.7% | -12.2% |
| 3Y | +23.8% | -34.0% | +57.7% | +21.6% |
| 5Y | +18.1% | -44.6% | +62.7% | +15.1% |
| 10Y | +94.6% | +76.1% | +18.5% | +39.3% |
| All | +2,339.9% | +2,835.3% | -495.4% | +887.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling