+88.9%
SYY vs CAPR
-68.2%
+157.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.9% | +9.0% | -0.9% |
| 7D | +4.7% | +7.6% | -2.9% | +4.7% |
| 30D | -0.7% | +13.3% | -13.9% | -0.8% |
| 3M | -6.8% | +130.4% | -137.2% | -7.8% |
| 6M | +8.6% | -70.8% | +79.4% | +9.1% |
| YTD | +8.4% | -69.3% | +77.7% | +8.7% |
| 1Y | +7.1% | +59.5% | -52.4% | +2.9% |
| 3Y | +25.2% | +216.8% | -191.6% | +15.5% |
| 5Y | +13.0% | +152.7% | -139.7% | +3.3% |
| 10Y | +88.9% | -68.2% | +157.1% | +65.3% |
| All | +88.9% | -68.2% | +157.1% | +65.3% |
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