+19.3%
SYY vs CAPR
+87.6%
-68.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.4% | -0.3% |
| 7D | -2.8% | -9.5% | +6.7% | -2.8% |
| 30D | -5.3% | +121.5% | -126.8% | -5.4% |
| 3M | +5.1% | -65.4% | +70.5% | +5.2% |
| 6M | -5.0% | -67.5% | +62.5% | -4.9% |
| YTD | +10.7% | -68.6% | +79.3% | +10.8% |
| 1Y | +0.7% | +42.7% | -42.0% | -0.1% |
| 3Y | +24.0% | +43.4% | -19.3% | +18.3% |
| 5Y | +19.3% | +86.0% | -66.8% | +9.4% |
| All | +19.3% | +87.6% | -68.3% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling