+19.3%
SYY vs COO
-39.5%
+58.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | +0.5% |
| 7D | -2.8% | -2.3% | -0.5% | -2.2% |
| 30D | -5.3% | -8.8% | +3.5% | -3.0% |
| 3M | +5.1% | +1.3% | +3.7% | +4.5% |
| 6M | -5.0% | -11.6% | +6.6% | -2.3% |
| YTD | +10.7% | -17.4% | +28.1% | +15.8% |
| 1Y | +0.7% | -1.6% | +2.3% | +0.2% |
| 3Y | +24.0% | -22.6% | +46.7% | +27.7% |
| 5Y | +19.3% | -40.3% | +59.6% | +33.5% |
| All | +19.3% | -39.5% | +58.8% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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