+14.3%
SYY vs COMP
-12.0%
+26.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | +1.3% | +8.9% | -7.6% | +0.8% |
| 30D | -3.5% | +14.0% | -17.5% | -4.3% |
| 3M | -9.3% | -21.1% | +11.8% | -8.4% |
| 6M | +5.9% | +20.1% | -14.2% | +4.3% |
| YTD | +6.5% | -5.0% | +11.5% | +5.5% |
| 1Y | +4.0% | +5.7% | -1.7% | +2.4% |
| 3Y | +23.0% | +412.2% | -389.3% | +8.0% |
| 5Y | +14.3% | -12.1% | +26.4% | +14.0% |
| All | +14.3% | -12.0% | +26.3% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling