+112.0%
SYY vs D
+34.1%
+77.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.8% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | -2.7% | -2.1% | -0.7% | -2.0% |
| 3M | +5.9% | -0.7% | +6.6% | +6.1% |
| 6M | -2.3% | +5.6% | -7.9% | -5.0% |
| YTD | +13.1% | +14.6% | -1.5% | +6.4% |
| 1Y | +3.8% | +15.3% | -11.6% | -2.8% |
| 3Y | +26.7% | +59.1% | -32.4% | +2.6% |
| 5Y | +19.4% | +3.9% | +15.5% | +14.3% |
| 10Y | +112.0% | +38.5% | +73.5% | +85.1% |
| All | +112.0% | +34.1% | +77.9% | +85.1% |
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