+15.3%
SYY vs DD
+67.2%
-52.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +0.3% | +5.0% | -4.6% | -0.9% |
| 30D | -4.8% | +19.7% | -24.5% | -9.6% |
| 3M | -7.1% | +7.2% | -14.2% | -9.1% |
| 6M | +6.8% | +1.0% | +5.8% | +5.9% |
| YTD | +7.7% | +29.1% | -21.4% | -1.3% |
| 1Y | +5.7% | +28.5% | -22.8% | -3.0% |
| 3Y | +24.6% | +89.4% | -64.9% | -3.1% |
| All | +15.3% | +67.2% | -52.0% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling