+16.2%
SYY vs COMP
-49.2%
+65.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.7% | +1.7% |
| 7D | -4.1% | +14.5% | -18.7% | -4.8% |
| 30D | +0.3% | +14.9% | -14.6% | -0.5% |
| 3M | -6.3% | -14.2% | +7.9% | -5.8% |
| 6M | +9.7% | +23.7% | -14.0% | +7.9% |
| YTD | +9.4% | +2.1% | +7.4% | +8.0% |
| 1Y | +7.3% | +26.2% | -18.9% | +4.6% |
| 3Y | +27.6% | +470.9% | -443.3% | +11.5% |
| 5Y | +12.5% | -14.0% | +26.6% | +6.8% |
| All | +16.2% | -49.2% | +65.5% | +13.7% |
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