+17.6%
SYY vs COMP
-49.4%
+67.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | -0.1% |
| 7D | -2.8% | +4.1% | -6.8% | -3.0% |
| 30D | -5.3% | -14.5% | +9.3% | -4.6% |
| 3M | +5.1% | +41.8% | -36.7% | +2.9% |
| 6M | -5.0% | +23.6% | -28.6% | -6.7% |
| YTD | +10.7% | +1.7% | +9.0% | +9.5% |
| 1Y | +0.7% | +12.6% | -11.9% | -1.2% |
| 3Y | +24.0% | +221.9% | -197.8% | +12.0% |
| 5Y | +19.3% | -28.1% | +47.4% | +14.9% |
| All | +17.6% | -49.4% | +67.0% | +15.2% |
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