+15.1%
SYY vs COMP
-53.0%
+68.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.4% | +6.5% | -0.5% |
| 7D | +4.7% | +7.2% | -2.4% | +4.3% |
| 30D | -0.7% | +6.4% | -7.0% | -1.1% |
| 3M | -6.8% | -19.4% | +12.7% | -5.9% |
| 6M | +8.6% | +14.6% | -5.9% | +7.3% |
| YTD | +8.4% | -5.5% | +13.9% | +7.5% |
| 1Y | +7.1% | +13.7% | -6.5% | +5.0% |
| 3Y | +25.2% | +409.7% | -384.5% | +10.1% |
| 5Y | +13.0% | -17.0% | +30.0% | +7.5% |
| All | +15.1% | -53.0% | +68.1% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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