+2,111.1%
SYY vs ARWR
-98.4%
+2,209.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.9% |
| 7D | +1.3% | -17.9% | +19.3% | +1.4% |
| 30D | -3.5% | -18.9% | +15.4% | -3.5% |
| 3M | -9.3% | -46.0% | +36.6% | -9.2% |
| 6M | +5.9% | -40.3% | +46.3% | +6.1% |
| YTD | +6.5% | -29.0% | +35.4% | +6.5% |
| 1Y | +4.0% | +13.8% | -9.8% | +3.9% |
| 3Y | +23.0% | +74.9% | -51.9% | +22.5% |
| 5Y | +14.3% | -36.2% | +50.6% | +14.1% |
| 10Y | +85.8% | +1,028.0% | -942.2% | +84.6% |
| All | +2,111.1% | -98.4% | +2,209.5% | +2,319.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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