+4,267.1%
SYY vs COO
+5,988.7%
-1,721.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | -2.3% | -2.2% | -0.1% | -2.2% |
| 30D | -4.9% | -7.0% | +2.1% | -4.5% |
| 3M | +8.4% | +12.2% | -3.8% | +7.5% |
| 6M | -7.4% | -15.1% | +7.8% | -6.4% |
| YTD | +11.0% | -15.1% | +26.1% | +12.1% |
| 1Y | -0.2% | +2.3% | -2.6% | -0.5% |
| 3Y | +23.8% | -23.7% | +47.4% | +25.2% |
| 5Y | +18.1% | -38.9% | +57.1% | +20.8% |
| 10Y | +94.6% | +49.9% | +44.7% | +91.1% |
| All | +4,267.1% | +5,988.7% | -1,721.6% | +3,822.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling