+4,123.0%
SYY vs D
+2,450.0%
+1,673.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.6% | +2.7% |
| 7D | -7.3% | +3.0% | -10.3% | -8.3% |
| 30D | +0.1% | +11.5% | -11.4% | -4.1% |
| 3M | -8.2% | +3.7% | -12.0% | -9.6% |
| 6M | +6.3% | +13.5% | -7.3% | +0.8% |
| YTD | +7.3% | +20.7% | -13.4% | -0.9% |
| 1Y | +8.5% | +18.2% | -9.8% | +0.9% |
| 3Y | +24.9% | +73.3% | -48.4% | -1.3% |
| 5Y | +8.0% | +12.3% | -4.2% | -0.2% |
| 10Y | +107.2% | +43.4% | +63.8% | +70.1% |
| All | +4,123.0% | +2,450.0% | +1,673.0% | +811.4% |
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