+26.3%
SYY vs DG
+4.6%
+21.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.7% | +2.4% |
| 7D | -0.2% | -4.8% | +4.6% | +0.2% |
| 30D | -2.7% | +1.8% | -4.5% | -3.0% |
| 3M | +5.9% | +14.5% | -8.6% | +4.3% |
| 6M | -2.3% | -13.6% | +11.2% | -1.4% |
| YTD | +13.1% | -4.8% | +17.9% | +13.1% |
| 1Y | +3.8% | +21.6% | -17.8% | +1.2% |
| All | +26.3% | +4.6% | +21.7% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling