+4,206.5%
SYY vs D
+2,436.6%
+1,769.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -4.1% | +0.8% | -4.9% | -4.4% |
| 30D | +0.3% | +10.7% | -10.4% | -3.6% |
| 3M | -6.3% | +2.3% | -8.6% | -7.2% |
| 6M | +9.7% | +12.5% | -2.8% | +4.4% |
| YTD | +9.4% | +20.1% | -10.6% | +1.3% |
| 1Y | +7.3% | +15.6% | -8.3% | +0.7% |
| 3Y | +27.6% | +75.2% | -47.5% | +0.4% |
| 5Y | +12.5% | +14.6% | -2.0% | +3.2% |
| 10Y | +87.4% | +43.8% | +43.7% | +53.7% |
| All | +4,206.5% | +2,436.6% | +1,769.9% | +831.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling