+113.8%
SYY vs DG
+101.8%
+12.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | +3.9% | -6.5% | +10.4% | +5.2% |
| 30D | -1.7% | +4.2% | -5.9% | -2.6% |
| 3M | +5.2% | +9.5% | -4.3% | +3.1% |
| 6M | -0.2% | -13.1% | +12.9% | +1.9% |
| YTD | +15.4% | -4.8% | +20.2% | +15.6% |
| 1Y | +5.6% | +20.6% | -15.0% | +0.6% |
| 3Y | +28.9% | +4.9% | +23.9% | +21.5% |
| 5Y | +24.1% | -37.9% | +61.9% | +31.9% |
| All | +113.8% | +101.8% | +12.1% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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