+112.0%
SYY vs ALK
-39.2%
+151.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | -0.2% | -3.0% | +2.7% | +0.7% |
| 30D | -2.7% | -14.6% | +11.9% | +2.3% |
| 3M | +5.9% | -10.6% | +16.5% | +8.2% |
| 6M | -2.3% | -6.7% | +4.4% | -2.9% |
| YTD | +13.1% | -19.8% | +32.9% | +17.3% |
| 1Y | +3.8% | -35.2% | +39.0% | +15.2% |
| 3Y | +26.7% | +1.4% | +25.3% | +7.6% |
| 5Y | +19.4% | -30.7% | +50.1% | +15.3% |
| 10Y | +112.0% | -37.4% | +149.4% | +60.3% |
| All | +112.0% | -39.2% | +151.2% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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