+113.8%
SYY vs DD
+66.6%
+47.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +3.9% | -3.5% | +7.4% | +5.4% |
| 30D | -1.7% | -11.7% | +9.9% | +3.1% |
| 3M | +5.2% | -9.2% | +14.4% | +8.9% |
| 6M | -0.2% | -7.2% | +7.0% | +1.8% |
| YTD | +15.4% | +6.6% | +8.8% | +10.5% |
| 1Y | +5.6% | +32.0% | -26.4% | -8.2% |
| 3Y | +28.9% | +42.1% | -13.3% | +4.1% |
| 5Y | +24.1% | +58.1% | -34.0% | -7.5% |
| All | +113.8% | +66.6% | +47.3% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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