+4,255.7%
SYY vs DD
+959.7%
+3,296.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -2.8% | -0.6% | -2.2% | -2.6% |
| 30D | -5.3% | -7.4% | +2.1% | -3.2% |
| 3M | +5.1% | -6.4% | +11.5% | +6.8% |
| 6M | -5.0% | -2.5% | -2.5% | -4.9% |
| YTD | +10.7% | +10.2% | +0.5% | +6.6% |
| 1Y | +0.7% | +36.9% | -36.3% | -9.4% |
| 3Y | +24.0% | +47.0% | -23.0% | +6.6% |
| 5Y | +19.3% | +63.1% | -43.9% | -1.9% |
| 10Y | +96.4% | +68.2% | +28.2% | +53.7% |
| All | +4,255.7% | +959.7% | +3,296.0% | +1,350.3% |
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