+22.7%
SYY vs DD
+57.4%
-34.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +1.5% | -2.9% | +4.4% | +2.3% |
| 30D | -2.3% | -11.5% | +9.2% | +1.0% |
| 3M | +5.5% | -5.4% | +10.9% | +6.8% |
| 6M | -1.0% | -6.9% | +5.9% | +0.3% |
| YTD | +14.1% | +6.9% | +7.2% | +10.7% |
| 1Y | +5.6% | +35.6% | -30.1% | -5.1% |
| 3Y | +27.9% | +42.5% | -14.7% | +9.9% |
| 5Y | +22.7% | +58.5% | -35.7% | +0.3% |
| All | +22.7% | +57.4% | -34.7% | +0.3% |
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 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