+88.9%
SYY vs ALK
-39.7%
+128.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +4.7% | +12.9% | -8.2% | +0.5% |
| 30D | -0.7% | +5.5% | -6.2% | -2.8% |
| 3M | -6.8% | -12.1% | +5.3% | -3.4% |
| 6M | +8.6% | +1.7% | +6.9% | +5.0% |
| YTD | +8.4% | -17.4% | +25.8% | +10.8% |
| 1Y | +7.1% | -1.9% | +9.0% | +2.3% |
| 3Y | +25.2% | +21.2% | +4.0% | -1.7% |
| 5Y | +13.0% | -27.8% | +40.8% | +7.2% |
| 10Y | +88.9% | -41.0% | +129.9% | +47.0% |
| All | +88.9% | -39.7% | +128.6% | +47.0% |
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