+18.5%
SYY vs COMP
-31.2%
+49.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | -2.3% | +1.4% | -3.7% | -2.4% |
| 30D | -4.9% | -13.3% | +8.4% | -4.3% |
| 3M | +8.4% | +41.1% | -32.7% | +6.2% |
| 6M | -7.4% | +17.2% | -24.5% | -8.8% |
| YTD | +11.0% | +5.2% | +5.8% | +9.6% |
| 1Y | -0.2% | +18.9% | -19.2% | -2.4% |
| 3Y | +23.8% | +215.9% | -192.1% | +12.0% |
| All | +18.5% | -31.2% | +49.6% | +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