+112.0%
SYY vs CAPR
-77.3%
+189.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.8% | +2.2% |
| 7D | -0.2% | -12.6% | +12.4% | -0.1% |
| 30D | -2.7% | +124.4% | -127.2% | -3.7% |
| 3M | +5.9% | -66.8% | +72.7% | +6.3% |
| 6M | -2.3% | -71.8% | +69.5% | -1.8% |
| YTD | +13.1% | -70.1% | +83.2% | +13.5% |
| 1Y | +3.8% | +33.3% | -29.6% | 0.0% |
| 3Y | +26.7% | +36.7% | -10.0% | +18.7% |
| 5Y | +19.4% | +72.5% | -53.0% | +10.1% |
| 10Y | +112.0% | -77.3% | +189.2% | +88.2% |
| All | +112.0% | -77.3% | +189.2% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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