+4,127.4%
SYY vs COO
+5,406.0%
-1,278.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | 0.0% | -2.3% | +2.3% | +0.2% |
| 30D | -2.2% | +13.3% | -15.5% | -3.0% |
| 3M | -8.0% | -18.1% | +10.0% | -7.0% |
| 6M | +7.5% | +6.7% | +0.8% | +6.8% |
| YTD | +7.4% | -23.2% | +30.7% | +9.0% |
| 1Y | +4.9% | -12.3% | +17.2% | +5.5% |
| 3Y | +24.1% | -23.6% | +47.6% | +25.4% |
| 5Y | +13.4% | -38.7% | +52.1% | +15.8% |
| 10Y | +87.5% | +42.2% | +45.3% | +84.8% |
| All | +4,127.4% | +5,406.0% | -1,278.6% | +3,717.0% |
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