+112.0%
SYY vs ALM
+3,082.3%
-2,970.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.3% | +2.3% |
| 7D | -0.2% | +3.6% | -3.9% | -0.4% |
| 30D | -2.7% | +33.8% | -36.5% | -3.7% |
| 3M | +5.9% | +14.8% | -8.9% | +5.1% |
| 6M | -2.3% | -7.0% | +4.6% | -2.8% |
| YTD | +13.1% | +108.1% | -95.0% | +9.4% |
| 1Y | +3.8% | +313.8% | -310.0% | -2.2% |
| 3Y | +26.7% | +2,227.6% | -2,200.9% | +8.9% |
| 5Y | +19.4% | +956.6% | -937.2% | +4.8% |
| 10Y | +112.0% | +3,082.3% | -2,970.3% | +67.9% |
| All | +112.0% | +3,082.3% | -2,970.3% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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