+19.3%
SYY vs ALM
+1,033.0%
-1,013.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.8% | -9.1% | -0.4% |
| 7D | -2.8% | +8.4% | -11.2% | -2.9% |
| 30D | -5.3% | +34.8% | -40.1% | -5.8% |
| 3M | +5.1% | +16.2% | -11.1% | +4.7% |
| 6M | -5.0% | +2.1% | -7.1% | -5.4% |
| YTD | +10.7% | +117.0% | -106.3% | +9.2% |
| 1Y | +0.7% | +313.9% | -313.2% | -1.5% |
| 3Y | +24.0% | +2,327.9% | -2,303.9% | +16.6% |
| 5Y | +19.3% | +1,040.6% | -1,021.4% | +13.1% |
| All | +19.3% | +1,033.0% | -1,013.8% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling