+4,136.2%
SYY vs DD
+1,141.0%
+2,995.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +0.3% | +5.0% | -4.6% | -1.1% |
| 30D | -4.8% | +19.7% | -24.5% | -10.1% |
| 3M | -7.1% | +7.2% | -14.2% | -9.5% |
| 6M | +6.8% | +1.0% | +5.8% | +5.4% |
| YTD | +7.7% | +29.1% | -21.4% | -1.6% |
| 1Y | +5.7% | +28.5% | -22.8% | -3.3% |
| 3Y | +24.6% | +89.4% | -64.9% | -1.1% |
| 5Y | +15.6% | +67.1% | -51.5% | -5.8% |
| 10Y | +87.9% | +97.5% | -9.6% | +39.5% |
| All | +4,136.2% | +1,141.0% | +2,995.2% | +1,239.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling