+300.2%
SYY vs CAPR
-98.9%
+399.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +26.5% | -27.4% | -1.1% |
| 7D | 0.0% | +25.8% | -25.8% | -0.2% |
| 30D | -2.2% | +50.2% | -52.4% | -2.6% |
| 3M | -8.0% | +185.5% | -193.5% | -9.0% |
| 6M | +7.5% | -64.8% | +72.3% | +7.7% |
| YTD | +7.4% | -61.1% | +68.6% | +7.5% |
| 1Y | +4.9% | +81.0% | -76.1% | +1.7% |
| 3Y | +24.1% | +300.7% | -276.6% | +17.6% |
| 5Y | +13.4% | +223.3% | -210.0% | +7.0% |
| 10Y | +87.5% | -58.8% | +146.3% | +71.8% |
| All | +300.2% | -98.9% | +399.1% | +259.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling