+307.7%
SYY vs CAPR
-99.0%
+406.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.4% | -7.5% | +1.9% |
| 7D | -4.1% | +36.0% | -40.2% | -4.3% |
| 30D | +0.3% | +25.8% | -25.5% | +0.1% |
| 3M | -6.3% | +140.8% | -147.2% | -7.2% |
| 6M | +9.7% | -67.6% | +77.3% | +10.0% |
| YTD | +9.4% | -65.9% | +75.3% | +9.6% |
| 1Y | +7.3% | +66.1% | -58.8% | +4.1% |
| 3Y | +27.6% | +256.9% | -229.2% | +21.1% |
| 5Y | +12.5% | +172.1% | -159.6% | +6.4% |
| 10Y | +87.4% | -64.7% | +152.1% | +71.9% |
| All | +307.7% | -99.0% | +406.7% | +266.2% |
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 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