+88.9%
SYY vs D
+44.7%
+44.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | +4.7% | +2.4% | +2.4% | +3.8% |
| 30D | -0.7% | +10.9% | -11.6% | -4.6% |
| 3M | -6.8% | +2.8% | -9.6% | -7.9% |
| 6M | +8.6% | +12.7% | -4.1% | +3.2% |
| YTD | +8.4% | +20.3% | -11.9% | +0.1% |
| 1Y | +7.1% | +17.1% | -10.0% | -0.1% |
| 3Y | +25.2% | +75.1% | -49.9% | -2.1% |
| 5Y | +13.0% | +13.1% | -0.2% | +4.5% |
| 10Y | +88.9% | +48.3% | +40.6% | +65.0% |
| All | +88.9% | +44.7% | +44.2% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling